Large deviation lower bounds for arbitrary additive functionals of a Markov chain

Authors
de Acosta, A Ney, P
Citation
A. De Acosta et P. Ney, Large deviation lower bounds for arbitrary additive functionals of a Markov chain, ANN PROBAB, 26(4), 1998, pp. 1660-1682
Citations number
26
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
26
Issue
4
Year of publication
1998
Pages
1660 - 1682
Database
ISI
SICI code
0091-1798(199810)26:4<1660:LDLBFA>2.0.ZU;2-8
Abstract
A universal large deviation lower bound is proved for sums of Banach space valued functions of an irreducible, general state space Markov chain. There are no restrictions on the functions (other than measurability).