Exponential bounds for discrete-time singularly perturbed Markov chains (Q1827116)
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scientific article; zbMATH DE number 2082169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential bounds for discrete-time singularly perturbed Markov chains |
scientific article; zbMATH DE number 2082169 |
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Exponential bounds for discrete-time singularly perturbed Markov chains (English)
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6 August 2004
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Consider a family, indexed by \(\varepsilon\), of discrete time, finite state space Markov chains with transition matrix \(P+\varepsilon Q\). The authors obtain upper bounds of large deviation type for the associated normalized occupation measures.
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Markov chain
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perturbation
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exponential bound
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