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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 2, Pages 385–393
DOI: https://doi.org/10.4213/tvp182 (Mi tvp182) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

Contractive approximations for the Varadhan's function on a finite Markov chain

R. Cavazos-Cadenaa, D. Hernández-Hernándezb

a Departamento de Estadistica y Cálculo, Universidad Autónoma Agraria Narro
b Center for Mathematical Research
Full-text PDF (1023 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp182
Abstract: This work concerns Markov chains with finite state space. Given a real-valued cost function on the state space, the corresponding Varadhan's function, measuring the exponential growth rate of the aggregated costs, is characterized as the unique limit of the fixed points of a family of contraction operators, a conclusion that does not involve any condition on the transition law.
Keywords: risk-sensitive average cost, decreasing function along trajectories, Poisson equation, closed set.
Received: 03.02.2004
Revised: 08.11.2005
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 2, Pages 315–323
DOI: https://doi.org/10.1137/S0040585X97983067
Bibliographic databases:
Document Type: Article
Language: English
Citation: R. Cavazos-Cadena, D. Hernández-Hernández, “Contractive approximations for the Varadhan's function on a finite Markov chain”, Teor. Veroyatnost. i Primenen., 52:2 (2007), 385–393; Theory Probab. Appl., 52:2 (2008), 315–323
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v52/i2/p385
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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