Occupation measures for Markov chains (Q1900169): Difference between revisions

The paper proposes a simple proof of a large deviation theorem for the occupation measure of a Markov chain on a Polish state space. The theorem was first proved by Donsker and Varadhan.

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Mathematics Subject Classification ID

60F10

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large deviation theorem

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occupation measure

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Markov chain

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MaRDI publication profile

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cites work

Upper bounds for large deviations of dependent random vectors

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Large deviations for vector-valued functionals of a Markov chain: Lower bounds

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Large deviations for empirical measures of Markov chains

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A New Approach to the Limit Theory of Recurrent Markov Chains

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Large deviations of the sample mean in general vector spaces

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Identifying a large deviation rate function

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Asymptotic evaluation of certain Markov process expectations for large time—III

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Q3995021

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Large deviation lower bounds for additive functionals of Markov processes

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Markov additive processes. II: Large deviations

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A splitting technique for Harris recurrent Markov chains

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General Irreducible Markov Chains and Non-Negative Operators

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Q5533878

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An introduction to the theory of large deviations

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Sitelinks

Mathematics(1 entry)

mardi Publication:1900169

@@ Property / author @@
-Ian H. Dinwoodie
@@ Property / author: Ian H. Dinwoodie / rank @@
-Normal rank
@@ Property / author @@
-Peter Ney
@@ Property / author: Peter Ney / rank @@
-Normal rank
@@ Property / reviewed by @@
-Oleg K. Zakusilo
@@ Property / reviewed by: Oleg K. Zakusilo / rank @@
-Normal rank
@@ Property / author @@
+Ian H. Dinwoodie
@@ Property / author: Ian H. Dinwoodie / rank @@
+Normal rank
@@ Property / author @@
+Peter Ney
@@ Property / author: Peter Ney / rank @@
+Normal rank
@@ Property / reviewed by @@
+Oleg K. Zakusilo
@@ Property / reviewed by: Oleg K. Zakusilo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Upper bounds for large deviations of dependent random vectors
+Normal rank
@@ Property / cites work @@
+Large deviations for vector-valued functionals of a Markov chain: Lower bounds
+Normal rank
@@ Property / cites work @@
+Large deviations for empirical measures of Markov chains
+Normal rank
@@ Property / cites work @@
+A New Approach to the Limit Theory of Recurrent Markov Chains
+Normal rank
@@ Property / cites work @@
+Large deviations of the sample mean in general vector spaces
+Normal rank
@@ Property / cites work @@
+Identifying a large deviation rate function
@@ Property / cites work: Identifying a large deviation rate function / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic evaluation of certain Markov process expectations for large time—III
+Normal rank
@@ Property / cites work @@
+Q3995021
@@ Property / cites work: Q3995021 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation lower bounds for additive functionals of Markov processes
+Normal rank
@@ Property / cites work @@
+Markov additive processes. II: Large deviations
@@ Property / cites work: Markov additive processes. II: Large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+A splitting technique for Harris recurrent Markov chains
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to the theory of large deviations
@@ Property / cites work: An introduction to the theory of large deviations / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1900169