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  • 标题:Identification of the rate function for large deviations of an irreducible Markov chain
  • 本地全文:下载
  • 作者:Liu, Wei ; Wu, Liming
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2009
  • 卷号:14
  • 页码:540-551
  • DOI:10.1214/ECP.v14-1512
  • 出版社:Electronic Communications in Probability
  • 摘要:For an irreducible Markov chain $(X_n)_{n\ge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $\frac ){n} \sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large deviations for the empirical measure $\frac ){n} \sum_{k=0}^{n-1} \delta_{X_k}$ in full generality
  • 关键词:Large deviations, irreducible Markov processes, Feynman-Kac semigroups;60F10, 60J05
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