The sample path large deviations rate function of cumulated i.i.d. continuous-time Markov chains

zbMATH Open1260.60048MaRDI QIDQ2906176FDOQ2906176

Authors: K. Majewski 

Publication date: 5 September 2012

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

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zbMATH Keywords

variational problemlarge deviation principleintegral representationminimizing pathMarkoc chain

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (3)

• How to estimate the rate function of a cumulative process
• Identifying a large deviation rate function
• Analysis of the large deviations rate functions for the finite-dimensional marginal distributions of cumulated i.i.d. continuous-time Markov chains

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