Occupation measures for Markov chains

DOI10.1007/BF02218050MaRDI QIDQ1900169zbMATH OpenOpenAlexFDO

Authors I. 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

Markov chainoccupation measurelarge deviation theorem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• A New Approach to the Limit Theory of Recurrent Markov Chains
• A splitting technique for Harris recurrent Markov chains
• An introduction to the theory of large deviations
• Asymptotic evaluation of certain Markov process expectations for large time—III
• General Irreducible Markov Chains and Non-Negative Operators
• Identifying a large deviation rate function
• Large deviation lower bounds for additive functionals of Markov processes
• Large deviations for empirical measures of Markov chains
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviations of the sample mean in general vector spaces
• Markov additive processes. II: Large deviations
• Upper bounds for large deviations of dependent random vectors

Cited in

(14)

• Large deviations for probabilistic cellular automata
• Large deviations for small noise diffusions over long time
• Large deviation lower bounds for arbitrary additive functionals of a Markov chain
• Edge occupation measure for a reversible Markov chain
• A probability inequality for the occupation measure of a reversible Markov chain
• On the classification of Markov chains via occupation measures
• Moderate deviations for empirical measures of Markov chains: Lower bounds
• Occupation measures for chains of infinite order
• On large deviations for occupations measures related with a Markov class with compact metric state space
• Large deviations for additive functionals of Markov chains
• A remark on the large deviations of an ergodic markov process
• Chernoff and Berry–Esséen inequalities for Markov processes
• Entropy and large deviations for discrete-time Markov chains
• State occupation probabilities in non-Markov models

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