Moderate deviation principle for exponentially ergodic Markov chain

2004/05/09 by B. Delyon, Bernard Delyon, Anatoli Juditsky +5
Economics, Econometrics and Finance · Mathematics · #60F10 #60J27 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F10 #msc:60J27

paper · pdf · doi:10.48550/arxiv.math/0405152

16 pg

arxiv created 2004/05/09 · openalex publication_date 2004/05/09 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For 1/2

Citations

• On the Poisson equation and diffusion approximation 3

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