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- W2161861801 abstract "For an irreducible Markov chain $(X_n)_{nge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $frac {1}{n} sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large deviations for the empirical measure $frac {1}{n} sum_{k=0}^{n-1} delta_{X_k}$ in full generality" @default.
- W2161861801 created "2016-06-24" @default.
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- W2161861801 date "2009-01-01" @default.
- W2161861801 modified "2023-09-27" @default.
- W2161861801 title "Identification of the rate function for large deviations of an irreducible Markov chain" @default.
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- W2161861801 doi "https://doi.org/10.1214/ecp.v14-1512" @default.
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