PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

Uniform moderate deviations of functional empirical processes of Markov chains

Autorzy
Wybrane pełne teksty z tego czasopisma
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We obtain uniform (in time) moderate deviations for the functional empirical process of a general state space Markov chain under the geometric ergodicity assumption, and a regularity condition for the initial measure, by the regeneration split chain method. Our results deal both with bounded and unbounded class of functions.
Rocznik
Strony
237--260
Opis fizyczny
Bibliogr. 11 poz.
Twórcy
autor
  • Université Clermont Auvergne, Clermont-Ferrand, France
Bibliografia
  • [1] J,-D. Deuschel and D. W. Stroock, Large Deviations, Academic Press, Boston 1989.
  • [2] P. Dupuis and R. S. Ellis, A Weak Convergence Approach to the Theory of Large Deviations, Wiley, Chichester 1997.
  • [3] I. A. Ibrahimov and R. Z. Khasminskii, Asymplotic Estimation Theory (in Russian), Nauka, Moscow 1979.
  • [4] J.-Y. Jaffray, On the maximum of conditional entropy for upper/lower probabilities generated by random sets, in: Random Sets: Theory and Applications, J. Goutsias, R. P. S. Mahler and H. T. Nguyen (Eds.), The IMA Volumes in Mathematics and its Applications, Springer, New York 1997, pp. 105-127.
  • [5] G. Matheron, Random Sets and Integral Geometry, Wiley, New York 1975.
  • [6] A. Meyerowitz, F. Richman and E. Walker, Calculating maximum-entropy probability densities for belief functions, Internat. J. Uncertain. Fuzziness Knowledge-Based Systems 2, No. 4 (1994), pp. 377-389.
  • [7] I. S. Molchanov, Limit Theorems for Unions of Random Closed Sets, Lecture Notes in Math. 1561, Springer, Berlin 1993.
  • [8] T. Norberg, An ordered random set coupling, Probab. Theory Related Fields 37 (1992) pp. 161-163.
  • [9] T. Norberg, On the existence of ordered couplings of random sets - with applications, Israel J. Math. 77 (1992), pp. 241-264.
  • [10] R. Schneider, Convex bodies: the Brunn-Minkowski theory, Encyclopaedia Mith. Appl. 44, Cambridge University Press, 1993.
  • [11] A. W. van der Vaart and J. A. Wellner, Weak Convergence and Empirical Processes withApplications to Statistics, Springer, New York 1996.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-bcb1fdcf-32cc-4281-b137-a628ac791eec
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.