LARGE DEVIATIONS FOR MARKOV CHAINS

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陈木法
卢云刚
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Th; LARGE DEVIATIONS FOR MARKOV CHAINS; CHA; 一斋; 军冲; 田七; DEV;
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Donsker-Varadhan’s large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan [5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.
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页码:217 / 228
页数:12
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