Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures

被引:2
作者
Jiang, YW [1 ]
Wu, LM
机构
[1] Mil Econ Acad, Dept Math, Wuhan 430035, Peoples R China
[2] Univ Blaise Pascal, CNRS, UMR 6620, Lab Math Appl, F-63177 Aubiere, France
[3] Wuhan Univ, Dept Math, Wuhan 430072, Peoples R China
关键词
large deviations; Markov processes (chains);
D O I
10.1007/s10114-005-0596-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
All known results on large deviations of occupation measures of Markov processes are based on the assumption of (essential) irreducibility. In this paper we establish the weak* large deviation principle of occupation measures for any countable Markov chain with arbitrary initial measures. The new rate function that we obtain is not convex and depends on the initial measure, contrary to the (essentially) irreducible case.
引用
收藏
页码:1377 / 1390
页数:14
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