Identification of the rate function for large deviations of an irreducible Markov chain

DOI10.1214/ECP.V14-1512zbMath1193.60034MaRDI QIDQ967687

Wei Liu, Li-ming Wu

Publication date: 30 April 2010

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224266

zbMATH Keywords

large deviationsFeynman-Kac semigroupsirreducible Markov processes

Mathematics Subject Classification ID

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

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