Markov process large deviations in [tau]-topology

Erwin Bolthausen

Stochastic Processes and their Applications, 1987, vol. 25, 95-108

Abstract: The results of Donsker and Varadhan on the probability of large deviations for empirical measures (or occupation measures) of uniformly ergodic Markov processes are extended. Usually the large deviation results are formulated in the weak topology on the set of probability measures. We extend this to the topology which is generated by the integrals over bounded measurable functions.

Keywords: Markov; process; large; deviations; empirical; measures; [tau]-topology (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (4)

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