Occupation measures for chains of infinite order (Q1318331): Difference between revisions

Let \(X_ 1,X_ 2,X_ 3,\dots\) be a chain of infinite order taking values in a Polish space \(S\) with Borel field \(\mathcal B\). Let \(L_ n\) be the occupation measure or empirical law on the state space \(S\): \[ L_ n(A)= n^{-1} (1_ A(X_ 1)+\cdots +1_ A(X_ n)),\quad A\in{\mathcal B}. \] A variational formula for the large deviation rate function \(I\) of \(L_ n\) is given. The existence of a rate function is not systematically studied, but results are available which establish existence as well as the desirable properties of convexity and lower semicontinuity of \(I\). Different approaches to the large deviation rate function are known. The paper under review is based on the results of the author [Ann. Probab. 21, No. 1, 216-231 (1993; Zbl 0777.60024)].