Occupation measures for Markov chains

DOI10.1007/BF02218050zbMath0834.60029OpenAlexW2004867240MaRDI QIDQ1900169

Ian H. Dinwoodie, Peter Ney

Publication date: 17 October 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02218050

zbMATH Keywords

occupation measureMarkov chainlarge deviation theorem

Mathematics Subject Classification ID

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

Related Items (5)

Chernoff and Berry–Esséen inequalities for Markov processes ⋮ Moderate deviations for empirical measures of Markov chains: Lower bounds ⋮ Large deviations for small noise diffusions over long time ⋮ Unnamed Item ⋮ Large deviation lower bounds for arbitrary additive functionals of a Markov chain

Cites Work

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• Markov additive processes. II: Large deviations
• Large deviation lower bounds for additive functionals of Markov processes
• Large deviations for empirical measures of Markov chains
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviations of the sample mean in general vector spaces
• Identifying a large deviation rate function
• Upper bounds for large deviations of dependent random vectors
• General Irreducible Markov Chains and Non-Negative Operators
• Asymptotic evaluation of certain Markov process expectations for large time—III
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• An introduction to the theory of large deviations

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