Transportation inequalities for hidden Markov chains and applications

被引：0

作者：

ShuLan Hu

机构：

[1] Zhongnan University of Economics and Law,Department of Statistics

来源：

Science China Mathematics | 2011年 / 54卷

关键词：

hidden Markov chains; deviation inequalities; transportation cost-information inequality; measure concentration; exponential forgetting; geometric ergodicity; 37A30; 37A50; 60A10;

D O I：

暂无

中图分类号：

学科分类号：

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.

引用

页码：1027 / 1042

页数：15

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