Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures

DOI10.1007/s10114-005-0596-3zbMath1101.60321OpenAlexW2051709703MaRDI QIDQ2505352

Yiwen Jiang, Li-ming Wu

Publication date: 4 October 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0596-3

zbMATH Keywords

Markov processes

Mathematics Subject Classification ID

Large deviations (60F10) Convergence of probability measures (60B10)

Related Items (1)

Large deviations for renewal processes

Cites Work

• Markov additive processes. I: Eigenvalue properties and limit theorems
• 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
• Uniformly integrable operators and large deviations for Markov processes
• Some notes on large deviations of Markov processes
• A nonstandard form of the rate function for the occupation measure of a Markov chain
• Identifying a large deviation rate function
• Deviations of Trajectory Averages and the Defect in Pesin's Formula for Anosov Diffeomorphisms
• General Irreducible Markov Chains and Non-Negative Operators
• Asymptotic evaluation of certain markov process expectations for large time, I
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