Moderate deviations for empirical measures of Markov chains: lower bounds
Open Access
- 1 January 1997
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 25 (1) , 259-284
- https://doi.org/10.1214/aop/1024404288
Abstract
We obtain lower bounds for moderate deviations of empirical measures of a Markov chain with general state space under the assumption of ergodicity of degree 2. We derive an explicit expression for the rate function.Keywords
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