From Level 2.5 to Level 2 Large Deviations for Continuous Time Markov Chains

被引：0
|
作者：
Bertini, L. [1 ]
Faggionato, A. [1 ]
Gabrielli, D. [2 ]
机构：
[1] Univ Roma La Sapienza, Dipartimento Matemat, I-00185 Rome, Italy
[2] Univ Aquila, Dipartimento Matemat, I-67100 Laquila, Italy
来源：
MARKOV PROCESSES AND RELATED FIELDS | 2014年 / 20卷 / 03期
关键词：
Markov chain; Large deviations principle; Contraction principle; Empirical flow; Empirical measure; Fenchel-Rockafellar Theorem;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We provide a new variational characterization of the rate function for the Donsker-Varadhan large deviations principle (LDP) of the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space. This is obtained by contraction from the joint LDP for the empirical measure and the empirical flow proved in [2].
引用
收藏
页码：545 / 562
页数：18
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