arXiv:1212.6908 Abstract | arXiv Analytics

arXiv:1212.6908 [math.PR]Abstract References Reviews Resources

From level 2.5 to level 2 large deviations for continuous time Markov chains

Published 2012-12-31Version 1

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow proved in [2].

Comments: 14 pages, no figure

Categories: math.PR, cond-mat.stat-mech, math-ph, math.MP

Subjects: 60F10, 60J27, 82C05

Keywords: continuous time markov chain, donsker-varadhan large deviations principle, empirical measure, joint ldp, state space

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