Moderate deviation principle for ergodic Markov chain. Lipschitz summands

2005/03/04 by B. Delyon, Delyon, B., A. Juditsky +3
Mathematics · Economics, Econometrics and Finance · #Markov Chains and Monte Carlo Methods #Stochastic processes and financial applications #Advanced Banach Space Theory

paper · pdf · doi:10.48550/arxiv.math/0503071

Abstract

For 1/2

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