Entropy and large deviations for discrete-time Markov chains

Review text

The authors propose a new method to prove a weak Sanov theorem for a homogeneous discrete-time Markov chain with denumerable state space, which is not necessarily ergodic or irreducible. In fact, they show how a careful analysis of the entropy function combined with change of measures leads to a new proof of a weak large deviation principle for the law of the pair empirical measure.

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Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
scientific article; zbMATH DE number 2076269 (Why is no real title available?)
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