Large deviations of functions of Markovian transitions and mathematical programming duality

DOI10.1214/aop/1176994947zbMath0419.60023OpenAlexW2075633353MaRDI QIDQ1132454

Geung-Ho Kim, Herbert T. David

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994947

zbMATH Keywords

dualityMarkov processlarge deviationsmathematical programming

Mathematics Subject Classification ID

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

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