The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems

By introducing the sample relative entropy rate as a measure of the deviation between the arbitrary random fields and the Markov chain fields on Cayley trees, a class of small deviation theorems for the frequencies of state ordered couples is established. In the proof a new analytic technique in the study of the strong limit theorems for Markov chains is applied.

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Year of publication:	2003
Authors:	Liu, Wen ; Wang, Liying
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 2, p. 113-121
Publisher:	Elsevier
Keywords:	Markov chain fields on Cayley trees Sample relative entropy rate Small deviation theorem Strong deviation theorem Strong limit theorem

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

Persistent link: https://www.econbiz.de/10005074671