Markov process large deviations in -topology

DOI10.1016/0304-4149(87)90192-XzbMATH Open0625.60026MaRDI QIDQ579735FDOQ579735

Authors: Erwin Bolthausen 

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

occupation measure\(\tau \)- topologylarge deviations for the empirical measure

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Asymptotic evaluation of certain markov process expectations for large time, I
• An introduction to the theory of large deviations
• I-divergence geometry of probability distributions and minimization problems
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On Large Deviations from the Invariant Measure
• Large deviation theorems for empirical probability measures

Cited In (23)

• \(I\)-projection and conditional limit theorems for discrete parameter Markov processes
• Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
• Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
• On large deviations for occupations measures related with a Markov class with compact metric state space
• Large deviations for Markov processes with discontinuous statistics. II: Random walks
• The role of topology in large deviations
• Title not available (Why is that?)
• A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
• Title not available (Why is that?)
• A nonconventional local limit theorem
• On the maximum entropy principle for uniformly ergodic Markov chains
• Title not available (Why is that?)
• A remark on the large deviations of an ergodic markov process
• Periodic copolymers at selective interfaces: a large deviations approach
• Large deviation lower bounds for arbitrary additive functionals of a Markov chain
• Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology
• Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory
• Excursions of Markov processes: a large deviation approach
• Large deviations for empirical measures of Markov chains
• Uniform large deviation property of the empirical process of a Markov chain
• Some notes on large deviations of Markov processes
• Large deviations for the empirical measure of heavy-tailed Markov renewal processes
• Large deviations of the range of the planar random walk on the scale of the mean

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