LARGE DEVIATIONS FOR INHOMOGENEOUS SYSTEMS
Jinwen Chen · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2011
In this paper large deviations for mixture of large deviation systems are investigated. Some general results are presented, with conditions either less restrictive or more practical for verification. Applications are illustrated in a concrete case-mixture of products of probability measures (homogeneous or inhomogeneous). We also discussed potential applications to problems of statistic inference for hidden Markov models.