Occupation measures for Markov chains

DOI10.1007/BF02218050zbMATH Open0834.60029OpenAlexW2004867240MaRDI QIDQ1900169FDOQ1900169

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

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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)

Cites Work

• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• An introduction to the theory of large deviations
• Title not available (Why is that?)
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Markov additive processes. II: Large deviations
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Large deviations of the sample mean in general vector spaces
• Large deviations for empirical measures of Markov chains
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviation lower bounds for additive functionals of Markov processes
• Upper bounds for large deviations of dependent random vectors
• Identifying a large deviation rate function

Cited In (14)

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

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