Large Deviations for Empirical Measures of Not Necessarily Irreducible Countable Markov Chains with Arbitrary Initial Measures

被引：0

作者：

Yi Wen JIANG Department of MathematicsMilitary Economics AcademyWuhan PRChina Li Ming WU Laborato de Mathmatiques AppliquesCNRS UMR Universit Blaise Paseal AubireFrance and Department MathematicsWuhan UniversityWuhan PRChina ^{[430035
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机构：

来源：

Acta Mathematica Sinica(English Series) | 2005年 / 21卷 / 06期

关键词：

Large deviations; Markov processes(chains);

D O I：

暂无

中图分类号：

O211.62 [马尔可夫过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

<正> All known results on large deviations of occupation measures of Markov processes are basedon the assumption of (essential) irreducibility.In this paper we establish the weak large deviationprinciple of occupation measures for any countable Markov chain with arbitrary initial measurs.Thenew rate function that we obtain is not convex and depends on the initial measure.contrary to the(essentially) irreducible case.

引用

页码：1377 / 1390

页数：14