On the large deviation rate function for the empirical measures of reversible jump Markov processes (Q2352751)

Let \(X(t)\) be a time-homogeneous Markov process with Polish state space \(S\). The empirical measure up to time \(T\) of the Markov process \(X(t)\) is defined by \({\eta _T}( \cdot ) \buildrel\textstyle.\over= \frac{1}{T}\int_0^T {{\delta _{X(t)}}( \cdot )\,dt} \). The aim of the paper is to establish a large deviation principle for the empirical measures of reversible Markov jump processes, and to provide an explicit formula for the rate function.