Large deviations of the empirical flow for continuous time Markov chains
We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We give a direct proof using tilting and an indirect one by contra...
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Veröffentlicht in: | Annales de l'I.H.P. Probabilités et statistiques 2015-08, Vol.51 (3), p.867-900 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We give a direct proof using tilting and an indirect one by contraction from the empirical process. |
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ISSN: | 0246-0203 |
DOI: | 10.1214/14-AIHP601 |