scientific article; zbMATH DE number 1998243

MaRDI QIDQ4432889zbMATH OpenFDO

Authors Song Liang, Jingjun Liu

Publication date 18 March 2004

zbMATH Keywords

empirical measureLaplace approximationlarge deviationMarkov chainrate function

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
• Large deviations for the empirical measure of a Markov chain with an application to the multivariate empirical measure
• Asymptotic Theory of Large Deviations for Markov Chains
• Large deviations for additive functionals of Markov chains
• Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method

Cited in

(2)

• Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
• Large deviations for distributions of sums of random variables: Markov chain method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4432889)