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arXiv:2010.07501 [math.PR]AbstractReferencesReviewsResources

Moderate deviations for empirical measures for nonhomogeneous Markov chains

Mingzhou Xu, Kun Cheng

Published 2020-10-15Version 1

We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces\`aro sense.

Comments: 8 pages
Categories: math.PR, math.ST, stat.TH
Subjects: 60F10, 05C80
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