Occupation measures for Markov chains
type: Item
instance of: scholarly article
title: Occupation measures for Markov chains
zbMATH Open document ID: 0834.60029
DOI: 10.1007/BF02218050
published in: Journal of Theoretical Probability
publication date: 1995-10-17T00:00:00Z
review text: The paper proposes a simple proof of a large deviation theorem for the occupation measure of a Markov chain on a Polish state space. The theorem was first proved by Donsker and Varadhan.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 806435
zbMATH Keywords: large deviation theorem
zbMATH Keywords: occupation measure
zbMATH Keywords: Markov chain
author: I. H. Dinwoodie
author: Peter Ney
reviewed by: Oleg K. Zakusilo
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02218050
OpenAlex ID: W2004867240
description: scientific article; zbMATH DE number 806435