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Self-normalized Large Deviations for Markov Chains

   
@article{EJP122,
	author = {Mathieu Faure},
	title = {Self-normalized Large Deviations for Markov Chains},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {7},
	year = {2002},
	keywords = {Large deviations, Markov chains, partial large deviation principles, self-normalization.},
	abstract = {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.},
	pages = {no. 23, 1-31},
	issn = {1083-6489},
	doi = {10.1214/EJP.v7-122},    
        url = {http://ejp.ejpecp.org/article/view/122}}