Markov process large deviations in \(\tau\)-topology

DOI10.1016/0304-4149(87)90192-XzbMath0625.60026MaRDI QIDQ579735

Erwin Bolthausen

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

occupation measure\(\tau \)- topologylarge deviations for the empirical measure

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (10)

A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy ⋮ Large deviations of the range of the planar random walk on the scale of the mean ⋮ Large deviations for empirical measures of Markov chains ⋮ Large deviations for Markov processes with discontinuous statistics. II: Random walks ⋮ A nonconventional local limit theorem ⋮ Periodic copolymers at selective interfaces: a large deviations approach ⋮ Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory ⋮ On the maximum entropy principle for uniformly ergodic Markov chains ⋮ Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem ⋮ Large deviation lower bounds for arbitrary additive functionals of a Markov chain

Cites Work

• Large deviation theorems for empirical probability measures
• I-divergence geometry of probability distributions and minimization problems
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On Large Deviations from the Invariant Measure
• An introduction to the theory of large deviations

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