ZHAO Jing, WEI Jie. A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 176-182.
Citation:
ZHAO Jing, WEI Jie. A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 176-182.
ZHAO Jing, WEI Jie. A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 176-182.
Citation:
ZHAO Jing, WEI Jie. A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 176-182.
A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains
In this paper, we use the notion of sample relative entropy rate relative to σn(ω),n≥0 to investigate the limit properties of functional of the sequences of dependent discrete random variables. A class of strong deviation theorems for functionals of countables nonhomogenemous Markov chains are obtained.
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