Add to ORKGWe investigate, by means of an example, the large deviations principle for the empirical measure of a Markov chain when Feller continuity properties are not assumed. Using the weak convergence approach, we explicitly compute the resulting rate function, and find that it is not of the Donsker-Varadhan form.Large deviations Markov chains Occupation measure Weak convergence
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
AbstractWe investigate, by means of an example, the large deviations principle for the empirical mea...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
AbstractWe investigate, by means of an example, the large deviations principle for the empirical mea...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
. We combine the Donsker and Varadhan large deviation principle (l.d.p.) for the occupation measure ...
The results of Donsker and Varadhan on the probability of large deviations for empirical measures (o...
AbstractThe form of the large deviation rate function for the occupation measure Ln from a chain of ...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
AbstractWe investigate, by means of an example, the large deviations principle for the empirical mea...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
AbstractWe investigate, by means of an example, the large deviations principle for the empirical mea...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
. We combine the Donsker and Varadhan large deviation principle (l.d.p.) for the occupation measure ...
The results of Donsker and Varadhan on the probability of large deviations for empirical measures (o...
AbstractThe form of the large deviation rate function for the occupation measure Ln from a chain of ...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
Large deviations for stochastic approximations is a well-studied field that yields convergence prope...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...