A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
type: Item
instance of: scholarly article
title: A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
zbMATH Open document ID: 0915.60045
DOI: 10.1016/S0167-7152(98)00124-2
author: Paolo Baldi
author: Mauro Piccioni
published in: Statistics \& Probability Letters
publication date: 1999-06-21T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 1228677
zbMATH Keywords: asymptotically efficient intensities
zbMATH Keywords: Monte Carlo evaluation
zbMATH Keywords: empirical distribution
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1228677