Large deviations for empirical measures of Markov chains
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF01061260.pdf
Reference20 articles.
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2. Acosta, A. de (1988). Large deviations for vector-valued functionals of a Markov chain: Lower bounds.Ann. Probab. 16, 925?960.
3. Bolthausen, E. (1987). Markov process large deviations in ?-topology.Stoch. Proc. Appl. 25, 95?108.
4. Bourbaki, N. (1965).Topologie Générale, Hermann, Paris, Chaps. 1 and 2.
5. Dawson, D., and Gärtner, J. (1987). Large deviations from the McKean-Vlasov limit for interacting diffusions.Stochastics 20, 247?308.
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