Large deviations for Markov chains with random transitions

DOI10.1214/aop/1176988727zbMath0809.60032OpenAlexW2065760712MaRDI QIDQ1336562

Timo Seppäläinen

Publication date: 26 March 1995

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

Full work available at URL: https://doi.org/10.1214/aop/1176988727

zbMATH Keywords

relative entropyempirical processesempirical distributionslarge deviation principlesDonsker-Varadhan functional

Mathematics Subject Classification ID

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

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