Identifying a large deviation rate function

DOI10.1214/AOP/1176989402MaRDI QIDQ2365744zbMATH OpenOpenAlexFDO

Authors I. H. Dinwoodie

Publication date 29 June 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989402

zbMATH Keywords

large deviationMarkov chainsnon-convex rate functionconvex conjugate

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Identification of the rate function for large deviations of an irreducible Markov chain
• On the large deviation rate function for the empirical measures of reversible jump Markov processes
• Identification of the point nullifying the rate function in the large deviation principle for occupation measures ofr Markov classes
• The sample path large deviations rate function of cumulated i.i.d. continuous-time Markov chains
• The Large Deviations of Estimating Rate Functions

Cited in

(28)

• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• A nonstandard form of the rate function for the occupation measure of a Markov chain
• Asymptotically minimax testing of \(r>2\) simple hypotheses
• Non-equivalence of dynamical ensembles and emergent non-ergodicity
• Identification of the rate function for large deviations of an irreducible Markov chain
• Random logistic maps and Lyapunov exponents
• The sample path large deviations rate function of cumulated i.i.d. continuous-time Markov chains
• Two examples of non strictly convex large deviations
• Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
• Rate functions in the theory of large deviations
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory
• Large deviations built on max-stability
• Occupation measures for chains of infinite order
• Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
• Large deviations for correlated random variables described by a matrix product ansatz
• Occupation measures for Markov chains
• Differential techniques for the identification of the rate function in the large deviation principle
• Uniformly integrable operators and large deviations for Markov processes
• Large deviation lower bounds for arbitrary additive functionals of a Markov chain
• Identification of the point nullifying the rate function in the large deviation principle for occupation measures ofr Markov classes
• Cramér's theorem in Banach spaces revisited
• Compactness in the theory of large deviations
• When is the rate function of a random vector strictly convex?
• Some familiar examples for which the large deviation principle does not hold
• Large deviations of Schramm-Loewner evolutions: a survey
• Large deviations for additive functionals of Markov chains
• The Large Deviations of Estimating Rate Functions
• A uniform estimate for rate functions in large deviations

This page was built for publication: Identifying a large deviation rate function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365744)