A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (Q1272995): Difference between revisions
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Revision as of 02:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain |
scientific article |
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A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (English)
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21 June 1999
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asymptotically efficient intensities
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Monte Carlo evaluation
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empirical distribution
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