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Problemy Peredachi Informatsii, 2001, Volume 37, Issue 2, Pages 40–61
(Mi ppi516)
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This article is cited in 32 scientific papers (total in 32 papers)
Large Systems
Large Deviation Principle for Markov Chains in Continuous Time
A. de La Fortelle
Abstract:
Let $Y_t$ be a homogeneous nonexplosive Markov process with generator $R$ defined on a denumerable state space $E$ (not necessarily ergodic). We introduce the empirical generator $G_t$ of $Y_t$ and prove the Ruelle–Lanford property, which implies the weak LDP. In a fairly broad setting, we show how to perform almost all classical operations (e.g., contraction) on the weak LDP under suitable assumptions, whence Sanov's theorem follows.
Received: 25.04.2000 Revised: 18.10.2000
Citation:
A. de La Fortelle, “Large Deviation Principle for Markov Chains in Continuous Time”, Probl. Peredachi Inf., 37:2 (2001), 40–61; Problems Inform. Transmission, 37:2 (2001), 120–139
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https://www.mathnet.ru/eng/ppi516 https://www.mathnet.ru/eng/ppi/v37/i2/p40
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Abstract page: | 276 | Full-text PDF : | 85 | References: | 32 | First page: | 1 |
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