A nonstandard form of the rate function for the occupation measure of a Markov chain
type: Item
instance of: scholarly article
title: A nonstandard form of the rate function for the occupation measure of a Markov chain
zbMATH Open document ID: 0853.60028
DOI: 10.1016/0304-4149(95)00084-4
author: Paul Dupuis
author: Ofer Zeitouni
published in: Stochastic Processes and their Applications
publication date: 1997-01-05T00:00:00Z
review text: The authors prove a large deviation principle with respect to the weak topology for the occupation measures of a particular Markov chain, whose transition kernel is not Feller continuous and does not have a finite dominating measure. Using the weak convergence approach, they explicitly compute the resulting rate function, and find that it differs from the well-known Donsker-Varadhan form. The Markov chain is also an example, where the large deviation principle with the same rate function does not transfer to the strong topology setting.
reviewed by: Uwe Schmock
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 894797
zbMATH Keywords: large deviations
zbMATH Keywords: Markov chains
zbMATH Keywords: empirical measure
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: 0304-4149(95)00084-4
OpenAlex ID: W2073187607
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description: scientific article; zbMATH DE number 894797