Graph-combinatorial approach for large deviations of Markov chains

We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and...

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Veröffentlicht in:	arXiv.org 2022-06
Hauptverfasser:	Carugno, Giorgio, Vivo, Pierpaolo, Coghi, Francesco
Format:	Artikel
Sprache:	eng
Schlagworte:	Combinatorial analysis Deviation Lagrange multiplier Markov analysis Markov chains Mathematics - Probability Physics - Statistical Mechanics
Online-Zugang:	Volltext
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