{"title":"茶的大偏差autonormalisées原则为ı̂nes的马可夫","authors":"Mathieu Faure","doi":"10.1016/S0764-4442(01)01953-X","DOIUrl":null,"url":null,"abstract":"<div><p>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 domination hypothesis would be necessary in order to obtain a full large deviation principle. We follow the lead of Dembo and Shao [2] who state partial large deviations principles for independent and identically distributed random sequences.</p></div>","PeriodicalId":100300,"journal":{"name":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","volume":"333 9","pages":"Pages 885-890"},"PeriodicalIF":0.0000,"publicationDate":"2001-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S0764-4442(01)01953-X","citationCount":"0","resultStr":"{\"title\":\"Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov\",\"authors\":\"Mathieu Faure\",\"doi\":\"10.1016/S0764-4442(01)01953-X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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 domination hypothesis would be necessary in order to obtain a full large deviation principle. We follow the lead of Dembo and Shao [2] who state partial large deviations principles for independent and identically distributed random sequences.</p></div>\",\"PeriodicalId\":100300,\"journal\":{\"name\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"volume\":\"333 9\",\"pages\":\"Pages 885-890\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/S0764-4442(01)01953-X\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S076444420101953X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S076444420101953X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Principe de grandes déviations autonormalisées pour des chaı̂nes de Markov
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 domination hypothesis would be necessary in order to obtain a full large deviation principle. We follow the lead of Dembo and Shao [2] who state partial large deviations principles for independent and identically distributed random sequences.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
