LARGE DEVIATIONS FOR MARKOV CHAINS
摘要
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.
引用本文(GB/T 7714)
陈木法, 卢云刚. LARGE DEVIATIONS FOR MARKOV CHAINS[J]. Acta Scientiarum Naturalium Universitatis Sunyatseni, 1990.
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