摘要
We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.
We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.
基金
supported by the Youth Innovation Foundation of Zhongnan University of Economics and Law from the Fundamental Research Funds for the Central Universities of China (Grant No. 2009004/31540911202)
关键词
隐马尔可夫链
运输
应用
假设检验
似然函数
证明
hidden Markov chains, deviation inequalities, transportation cost-information inequality, measure concentration, exponential forgetting, geometric ergodicity
