| Título: | Identification of the rate function for large deviations of an irreducible Markov chain |
| Autores: |
Liu, Wei; Wuhan University Wu, Liming; Université Blaise Pascal |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Large deviations, irreducible Markov processes, Feynman-Kac semigroups 60F10, 60J05 |
| Descripción: | For an irreducible Markov chain $(X_n)_{n\ge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $\frac {1}{n} \sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large deviations for the empirical measure $\frac {1}{n} \sum_{k=0}^{n-1} \delta_{X_k}$ in full generality |
| Idioma: | No aplica |
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