کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156838 | 958880 | 2011 | 30 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Large deviations for random dynamical systems and applications to hidden Markov models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Large deviations for random dynamical systems and applications to hidden Markov models Large deviations for random dynamical systems and applications to hidden Markov models](/preview/png/1156838.png)
چکیده انگلیسی
In this paper, we prove the large deviation principle (LDP) for the occupation measures of not necessarily irreducible random dynamical systems driven by Markov processes. The LDP for not necessarily irreducible dynamical systems driven by i.i.d. sequence is derived. As a further application we establish the LDP for extended hidden Markov models, filling a gap in the literature, and obtain large deviation estimations for the log-likelihood process and maximum likelihood estimator of hidden Markov models.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 1, January 2011, Pages 61–90
Journal: Stochastic Processes and their Applications - Volume 121, Issue 1, January 2011, Pages 61–90
نویسندگان
Shulan Hu, Liming Wu,