Markov process large deviations in \(\tau\)-topology (Q579735)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov process large deviations in \(\tau\)-topology |
scientific article |
Statements
Markov process large deviations in \(\tau\)-topology (English)
0 references
1987
0 references
The author extends results of Donsker and Varadhan on the probability of large deviations for the empirical measure (or occupation measure) of uniformly ergodic Markov processes from their usual formulation in terms of the weak topology on the set of probability measures to the finer \(\tau\)-topology which is generated by the integrals over bounded measurable functions.
0 references
large deviations for the empirical measure
0 references
occupation measure
0 references
\(\tau \)- topology
0 references
