A nonstandard form of the rate function for the occupation measure of a Markov chain

DOI10.1016/0304-4149(95)00084-4zbMath0853.60028OpenAlexW2073187607MaRDI QIDQ1915834

Paul Dupuis, Ofer Zeitouni

Publication date: 5 January 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00084-4

zbMATH Keywords

weak convergenceMarkov chainslarge deviationsempirical measure

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Analysis of an interacting particle method for rare event estimation ⋮ Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures ⋮ Uniformly integrable operators and large deviations for Markov processes

Cites Work

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• Markov additive processes. II: Large deviations
• Large deviations for empirical measures of Markov chains
• A function space large deviation principle for certain stochastic integrals
• Large deviations and strong mixing
• Identifying a large deviation rate function
• Asymptotic evaluation of certain Markov process expectations for large time—III

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