Occupation measures for Markov chains

DOI10.1007/BF02218050zbMath0834.60029OpenAlexW2004867240MaRDI QIDQ1900169

Ian H. Dinwoodie, Peter Ney

Publication date: 17 October 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02218050

zbMATH Keywords

occupation measureMarkov chainlarge deviation theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items

Chernoff and Berry–Esséen inequalities for Markov processes, Moderate deviations for empirical measures of Markov chains: Lower bounds, Large deviations for small noise diffusions over long time, Unnamed Item, Large deviation lower bounds for arbitrary additive functionals of a Markov chain

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