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Transportation inequalities for hidden Markov chains and applications |
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| Authors: | HU ShuLan |
| Affiliation: | HU ShuLan Department of Statistics,Zhongnan University of Economics and Law,Wuhan 430073,China |
| Abstract: | 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. |
| Keywords: | hidden Markov chains deviation inequalities transportation cost-information inequality measure concentration exponential forgetting geometric ergodicity |
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