A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (Q1272995)
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scientific article; zbMATH DE number 1228677
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| English | A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain |
scientific article; zbMATH DE number 1228677 |
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A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain (English)
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21 June 1999
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asymptotically efficient intensities
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Monte Carlo evaluation
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empirical distribution
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0.8387964367866516
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0.8350730538368225
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0.8258872032165527
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0.8233115673065186
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0.8068161606788635
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