We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generating function of the pair empirical occupation measure via a graph-combinatorial approach. The expression obtained allows us to give a physical interpretation of interaction and entropic terms, and of the Lagrange multipliers, and may serve as a starting point for sub-leading asymptotics. We illustrate the use of the method for a simple two-state Markov chain.Comment: 17 pages, 13 figure
Motivated by the Bose gas, this chapter introduces certain combinatorial structures. It analyses the...
In the present paper we show that for any given digraph G=([n],E), that is, an oriented graph withou...
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov...
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation ...
The observation of an ergodic Markov chain asymptotically allows perfect identification of the trans...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
In this paper, we find a series of equalities which characterize the symmetry of the forming times o...
This paper presents different methods for computing the k-transition probability matrix pk for small...
M.Sc. (Mathematics)In chapter 1, we give the reader some background concerning digraphs that are use...
For almost every trajectory segment over a finite time span of a finite Markov chain with any given ...
The observation of an ergodic Markov chain asymptotically allows perfect identification of the trans...
The evolution of many stochastic systems is accurately described by random walks on graphs. We here ...
Abstract. The effective application of Markov chains has been paid much attention, and it has raised...
To establish lists of words with unexpected frequencies in long sequences, for instance in a molec...
Abstract. To establish lists of words with unexpected frequencies in long sequences, for instance in...
Motivated by the Bose gas, this chapter introduces certain combinatorial structures. It analyses the...
In the present paper we show that for any given digraph G=([n],E), that is, an oriented graph withou...
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov...
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation ...
The observation of an ergodic Markov chain asymptotically allows perfect identification of the trans...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
In this paper, we find a series of equalities which characterize the symmetry of the forming times o...
This paper presents different methods for computing the k-transition probability matrix pk for small...
M.Sc. (Mathematics)In chapter 1, we give the reader some background concerning digraphs that are use...
For almost every trajectory segment over a finite time span of a finite Markov chain with any given ...
The observation of an ergodic Markov chain asymptotically allows perfect identification of the trans...
The evolution of many stochastic systems is accurately described by random walks on graphs. We here ...
Abstract. The effective application of Markov chains has been paid much attention, and it has raised...
To establish lists of words with unexpected frequencies in long sequences, for instance in a molec...
Abstract. To establish lists of words with unexpected frequencies in long sequences, for instance in...
Motivated by the Bose gas, this chapter introduces certain combinatorial structures. It analyses the...
In the present paper we show that for any given digraph G=([n],E), that is, an oriented graph withou...
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov...