Occupation measures for Markov chains (Q1900169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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