Markov process large deviations in \(\tau\)-topology (Q579735)
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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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