Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized ...Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums based on the random-block scheme and establish a Crame′r-type moderate deviations for self-normalized sums of functionals of the Markov chain.展开更多
基金partially supported by Hong Kong Research Grants Council General Research Fund 14304917.Corresponding author.
文摘Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums based on the random-block scheme and establish a Crame′r-type moderate deviations for self-normalized sums of functionals of the Markov chain.
