Large deviations of the empirical flow for continuous time Markov chains
Large deviations of the empirical flow for continuous time Markov chains
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DOI：
10.1214/14-aihp601
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发表时间：
2012-10
期刊：
影响因子：
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通讯作者：
L. Bertini;A. Faggionato;D. Gabrielli
中科院分区：
文献类型：
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作者：
L. Bertini;A. Faggionato;D. Gabrielli
我们考虑一个可数状态空间上的连续时间马尔可夫链，并证明了一个联合大偏差原则的经验措施和经验流，占对状态之间的跳跃总数。我们给出了一个直接的证明使用倾斜和一个间接的经验过程中的收缩。
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.