Large Deviations for Markov Chains

DOI10.1017/9781009053129OpenAlexW4289528877MaRDI QIDQ5081071FDOQ5081071

Authors: Alejandro D. de Acosta 

Publication date: 1 June 2022

Full work available at URL: https://doi.org/10.1017/9781009053129

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Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx)

Cited In (14)

• Large deviation principles for countable Markov shifts
• Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
• Large deviations and related problems for absorbing Markov chains
• Ergodic theorem for nonstationary random walks on compact abelian groups
• Flows, currents, and cycles for Markov chains: large deviation asymptotics
• Large deviations for almost Markovian processes
• Large deviations of the empirical flow for continuous time Markov chains
• Large deviations for countable to one Markov systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• On risk rates and large deviations in finite Markov chain experiments
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• Asymptotic Theory of Large Deviations for Markov Chains
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