A NONSTANDARD FORM OF THE RATE-FUNCTION FOR THE OCCUPATION MEASURE OFA MARKOV-CHAIN

Authors
DUPUIS P ZEITOUNI O
Citation
P. Dupuis et O. Zeitouni, A NONSTANDARD FORM OF THE RATE-FUNCTION FOR THE OCCUPATION MEASURE OFA MARKOV-CHAIN, Stochastic processes and their applications, 61(2), 1996, pp. 249-261
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
61
Issue
2
Year of publication
1996
Pages
249 - 261
Database
ISI
SICI code
0304-4149(1996)61:2<249:ANFOTR>2.0.ZU;2-5
Abstract
We investigate, by means of an example, the large deviations principle for the empirical measure of a Markov chain when Feller continuity pr operties are not assumed. Using the weak convergence approach, we expl icitly compute the resulting rate function, and find that it is not of the Donsker-Varadhan form.