Markov process large deviations in \(\tau\)-topology (Q579735): Difference between revisions
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| Property / cites work: I-divergence geometry of probability distributions and minimization problems / rank | |||
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| Property / cites work: Asymptotic evaluation of certain markov process expectations for large time, I / rank | |||
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| Property / cites work: Asymptotic evaluation of certain Markov process expectations for large time—III / rank | |||
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| Property / cites work: On Large Deviations from the Invariant Measure / rank | |||
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| Property / cites work: Large deviation theorems for empirical probability measures / rank | |||
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| Property / cites work: An introduction to the theory of large deviations / rank | |||
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Latest revision as of 11:12, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov process large deviations in \(\tau\)-topology |
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Markov process large deviations in \(\tau\)-topology (English)
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1987
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The author extends results of Donsker and Varadhan on the probability of large deviations for the empirical measure (or occupation measure) of uniformly ergodic Markov processes from their usual formulation in terms of the weak topology on the set of probability measures to the finer \(\tau\)-topology which is generated by the integrals over bounded measurable functions.
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large deviations for the empirical measure
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occupation measure
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\(\tau \)- topology
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