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Transportation inequalities for hidden Markov chains and applications

Transportation inequalities for hidden Markov chains and applications
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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. 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.
作者 HU ShuLan
出处 《Science China Mathematics》 SCIE 2011年第5期1027-1042,共16页 中国科学:数学(英文版)
基金 supported by the Youth Innovation Foundation of Zhongnan University of Economics and Law from the Fundamental Research Funds for the Central Universities of China (Grant No. 2009004/31540911202)
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