Large deviation principle for Markov chains in continuous time
From MaRDI portal
Publication:1347398
DOI10.1023/A:1010470024888zbMath0996.60086OpenAlexW62320524MaRDI QIDQ1347398
Publication date: 3 June 2002
Published in: Problems of Information Transmission (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010470024888
Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)
Related Items (29)
Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment ⋮ Large deviations problems for star networks: the min policy. ⋮ Conditioning diffusion processes with killing rates ⋮ Microscopic fluctuation theory (mFT) for interacting Poisson processes ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Portfolio optimization in a semi-Markov modulated market ⋮ Microcanonical conditioning of Markov processes on time-additive observables ⋮ A formal view on level 2.5 large deviations and fluctuation relations ⋮ Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels ⋮ Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space ⋮ Revisiting classical and quantum disordered systems from the unifying perspective of large deviations ⋮ Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts ⋮ Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds ⋮ Nonequilibrium Markov processes conditioned on large deviations ⋮ Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates ⋮ Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps ⋮ Large deviations of the empirical flow for continuous time Markov chains ⋮ The explicit form of the rate function for semi-Markov processes and its contractions ⋮ Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model ⋮ Level 2.5 large deviations for continuous-time Markov chains with time periodic rates ⋮ Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media ⋮ Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees ⋮ Large deviation principle with generated pseudo measures ⋮ Large deviations for the density and current in non-equilibrium-steady-states on disordered rings ⋮ Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets ⋮ Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models ⋮ Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation ⋮ Flows, currents, and cycles for Markov chains: large deviation asymptotics ⋮ Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs
This page was built for publication: Large deviation principle for Markov chains in continuous time