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

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Latest revision as of 09:38, 30 July 2024

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Occupation measures for Markov chains
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    Occupation measures for Markov chains (English)
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    17 October 1995
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    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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    large deviation theorem
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    occupation measure
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    Markov chain
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