Title: A Class of Strong Deviation Theorems for Punctionals of Countable Nonhomogeneous Markov Chains
Abstract: 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.
Publication Year: 2005
Publication Date: 2005-01-01
Language: en
Type: article
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