Title of article
A nonstandard form of the rate function for the occupation measure of a Markov chain
Author/Authors
Dupuis، نويسنده , , Paul and Zeitouni، نويسنده , , Ofer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
13
From page
249
To page
261
Abstract
We investigate, by means of an example, the large deviations principle for the empirical measure of a Markov chain when Feller continuity properties are not assumed. Using the weak convergence approach, we explicitly compute the resulting rate function, and find that it is not of the Donsker-Varadhan form.
Keywords
Large deviations , Markov chains , Occupation measure , weak convergence
Journal title
Stochastic Processes and their Applications
Serial Year
1996
Journal title
Stochastic Processes and their Applications
Record number
1575849
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