Large deviations for a class of nonhomogeneous Markov chains (Q1774226)

The authors obtain large deviations bounds for a class of perturbed nonhomogeneous Markov chains on a finite state space assuming that the sequence of transition matrices \(\{ P_n\}\) (where \(P_n\) describes the transition on \(n\)th step) converges as \(n\to\infty\). The main results give a large deviations principle and bounds for additive functionals of the nonhomogeneous process under some regularity conditions.