Large deviations of the empirical flow for continuous time Markov chains
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Publication:500795
DOI10.1214/14-AIHP601zbMATH Open1323.60045arXiv1210.2004MaRDI QIDQ500795FDOQ500795
Authors: Lorenzo Bertini, Alessandra Faggionato, Davide Gabrielli 
Publication date: 5 October 2015
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We give a direct proof using tilting and an indirect one by contraction from the empirical process.
Full work available at URL: https://arxiv.org/abs/1210.2004
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Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
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