Large deviations for a class of nonhomogeneous Markov chains

DOI10.1214/105051604000000990zbMath1072.60017arXivmath/0404230OpenAlexW1969706471MaRDI QIDQ1774226

Zach Dietz, Sunder Sethuraman

Publication date: 29 April 2005

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

Full work available at URL: https://arxiv.org/abs/math/0404230

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items

SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS, Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains, The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains, Rate function of large deviation for a class of nonhomogeneous Markov chains on supercritical percolation network, THE ASYMPTOTIC EQUIPARTITION PROPERTY FOR ASYMPTOTIC CIRCULAR MARKOV CHAINS, Moderate deviations for nonhomogeneous Markov chains, A class of small deviation theorems for the random variables associated withmth-order asymptotic circular Markov chains

Cites Work

• Non-negative matrices and Markov chains. 2nd ed
• Sharp large deviations estimates for simulated annealing algorithms
• Rough large deviation estimates for simulated annealing: Application to exponential schedules
• Large deviations for nonstationary arrays and sequences
• Large deviations for lattice systems. II: Nonstationary independent fields
• Large deviations for Markov chains with random transitions
• Mathematical aspects of spin classes and neural networks
• Fluctuations of empirical means at low temperature for finite Markov chains with rare transitions in the general case
• Statistical physics of the glass phase
• Metastability in Glauber dynamics in the low-temperature limit: Beyond exponential asymp\-totics.
• Entropy, limit theorems, and variational principles for disordered lattice systems
• An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
• Perron-Frobenius theorem, large deviations, and random perturbations in random environments
• Metastability and nucleation for conservative dynamics
• The exit path of a Markov chain with rare transitions
• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température
• Facts, Conjectures, and Improvements for Simulated Annealing
• Convex Analysis
• Metastability in stochastic dynamics of disordered mean-field models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item