| Título: | Self-normalized Large Deviations for Markov Chains |
| Autores: | Faure, Mathieu; Universit'e de Marne La Vall'ee |
| Fecha: | 2002-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Large deviations, Markov chains, partial large deviation principles, self-normalization. 60F10, 60J10 |
| Descripción: | We prove a self-normalized large deviation principle for sums of Banach space valued functions of a Markov chain. Self-normalization applies to situations for which a full large deviation principle is not available. We follow the lead of Dembo and Shao [DemSha98b] who state partial large deviations principles for independent and identically distributed random sequences. |
| Idioma: | Inglés |
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