TY - INPR
A1 - Scheffel, Peter
A1 - Weizsäcker, Heinrich von
T1 - On Risk Rates and Large Deviations in Finite Markov Chain Experiments
N2 - The observation of an ergodic Markov chain asymptotically allows perfect identification of the transition matrix. In this paper we determine the rate of the information contained in the first n observations, provided the unknown transition matrix belongs to a known finite set. As an essential tool we prove new refinements of the large deviation theory of the empirical pair measure of finite Markov chains. Keywords: Markov Chain, Entropy, Bayes risk, Large Deviations.
Y1 - 1997
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/765
UR - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-7349
ER -