Donsker-Varadhan asymptotics for degenerate jump Markov processes

zbMATH Open1327.60065arXiv1310.5829MaRDI QIDQ5248337FDOQ5248337

Authors: Giada Basile, Lorenzo Bertini 

Publication date: 7 May 2015

Abstract: We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical measure and flow. Due to the lack of uniform ergodicity, the zero level set of the rate function is not a singleton. As corollaries, we obtain the Donsker-Varadhan rate function for the empirical measure and a variational expression of the rate function for the empirical flow.

Full work available at URL: https://arxiv.org/abs/1310.5829

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zbMATH Keywords

large deviationsphonon Boltzmann equationempirical flowdegenerate Markov jump processesDonsker-Varadhan theorem

Mathematics Subject Classification ID

Large deviations (60F10) Molecular, statistical, and kinetic theories in solid mechanics (74A25)

Cited In (7)

• On the large deviation rate function for the empirical measures of reversible jump Markov processes
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• From level 2.5 to level 2 large deviations for continuous time Markov chains
• Large deviations of the empirical flow for continuous time Markov chains
• Large deviations for Kac-like walks
• On evaluating the rate function of large deviations for jump processes
• Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space

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