A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy

In this note, we give an estimate for the difference between the rate function for empirical measures of a stationary-dependent random sequence in [tau]-topology and the relative entropy.

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Year of publication:	1995
Authors:	Hu, Yijun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 56.1995, 2, p. 351-355
Publisher:	Elsevier
Subject:	60F10 Large deviations Empirical measures Stationary sequence Relative entropy \| [tau]-topology

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875501