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Self-normalized Large Deviations for Markov Chains


 
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1. Title Title of document Self-normalized Large Deviations for Markov Chains
 
2. Creator Author's name, affiliation, country Mathieu Faure; Universit'e de Marne La Vall'ee
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Large deviations, Markov chains, partial large deviation principles, self-normalization.
 
3. Subject Subject classification 60F10, 60J10
 
4. Description 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.
 
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7. Date (YYYY-MM-DD) 2002-11-13
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/122
 
10. Identifier Digital Object Identifier 10.1214/EJP.v7-122
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 7
 
12. Language English=en en
 
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