Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case

DOI10.1137/TPRBAU000041000001000035000001zbMath0888.60026OpenAlexW2057539704MaRDI QIDQ4350383

Robert Sh. Liptser

Publication date: 30 September 1997

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97502

zbMATH Keywords

large deviationsexponential tightnesslocal large deviations

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

Occupation measure functionals in merging phase space ⋮ Infinite horizon stopping problems with (nearly) total reward criteria

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