Large deviations for empirical measures of self-interacting Markov chains

DOI10.1016/J.SPA.2025.104640MaRDI QIDQ6976267zbMATH OpenFDO

Authors Amarjit Budhiraja, Adam Waterbury

Publication date 2 June 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104640

zbMATH Keywords

large deviationsreinforced random walksquasi-stationary distributionsempirical measuresmultiscale systemsself-interacting Markov chainsstochastic approximations

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

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Cited in

(1)

• Accelerated first-passage dynamics in a non-Markovian feedback Ornstein-Uhlenbeck process

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