Pages that link to "Item:Q1113174"
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The following pages link to Large deviations for the empirical measure of a Markov chain with an application to the multivariate empirical measure (Q1113174):
Displaying 10 items.
- Large deviations for empirical measures of Markov chains (Q923478) (← links)
- Non-equilibrium thermodynamics and topology of currents (Q1042476) (← links)
- Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
- Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
- Spatializing random measures: doubly indexed processes and the large deviation principle (Q1807199) (← links)
- Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
- Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
- State estimation and fuzzy sliding mode control of nonlinear Markovian jump systems via adaptive neural network (Q2094978) (← links)
- Tridiagonal random matrix: Gaussian fluctuations and deviations (Q2412517) (← links)
- Large-deviation theory for a Brownian particle on a ring: a WKB approach (Q5006906) (← links)
