LARGE DEVIATIONS FOR THE EMPIRICAL MEASURE OF A MARKOV-CHAIN WITH AN APPLICATION TO THE MULTIVARIATE EMPIRICAL MEASURE

Authors

RS Ellis

Publication Date

1988

Journal or Book Title

ANNALS OF PROBABILITY

Abstract

The main theorems in this paper prove uniform large deviation properties for the empirical measure and the multivariate empirical measure of a Markov chain that takes values in a complete separable metric space. One contribution of the paper is that, in contrast to previous large deviation results for the empirical measure, we do not assume that the transition probability of the Markov chain has a density with respect to a reference measure.

Comments

The published version is located at http://www.jstor.org/stable/2243975

Pages

1496-1508

Volume

16

Issue

4

Recommended Citation

Ellis, RS, "LARGE DEVIATIONS FOR THE EMPIRICAL MEASURE OF A MARKOV-CHAIN WITH AN APPLICATION TO THE MULTIVARIATE EMPIRICAL MEASURE" (1988). ANNALS OF PROBABILITY. 351.
Retrieved from https://scholarworks.umass.edu/math_faculty_pubs/351