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Large deviations for random dynamical systems and applications to hidden Markov models 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 1, 页码: 61-90
作者:  Hu, Shulan;  Wu, Liming
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Large deviation  Random dynamical systems  Hidden Markov models  Maximum likelihood estimator  
Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition 期刊论文
STATISTICS & PROBABILITY LETTERS, 2010, 卷号: 80, 期号: 5-6, 页码: 505-512
作者:  Wang, Ran;  Wang, Xinyu;  Wu, Liming
收藏  |  浏览/下载:87/0  |  提交时间:2018/07/30
IDENTIFICATION OF THE RATE FUNCTION FOR LARGE DEVIATIONS OF AN IRREDUCIBLE MARKOV CHAIN 期刊论文
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2009, 卷号: 14, 页码: 540-551
作者:  Liu, Wei;  Wu, Liming
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
Large deviations  irreducible Markov processes  Feynman-Kac semigroups