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Register a new userCentral Limit Theorem and Moderate deviation for nonhomogenenous Markov chains
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Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces`aro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by Gartner-Ellis theorem and exponential equivalent method.
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Mingzhou Xu
, Kun Cheng (School of Information Engineering
, n Jingdezhen Ceramic Institute
2020
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.
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