Occupation measures for Markov chains
From MaRDI portal
Publication:1900169
DOI10.1007/BF02218050zbMath0834.60029OpenAlexW2004867240MaRDI QIDQ1900169
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Markov additive processes. II: Large deviations
- 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
- Identifying a large deviation rate function
- Upper bounds for large deviations of dependent random vectors
- General Irreducible Markov Chains and Non-Negative Operators
- Asymptotic evaluation of certain Markov process expectations for large time—III
- A splitting technique for Harris recurrent Markov chains
- A New Approach to the Limit Theory of Recurrent Markov Chains
- An introduction to the theory of large deviations