Sample Path Large Deviations and Convergence Parameters

Citation
Ignatiouk-robert, Irina, Sample Path Large Deviations and Convergence Parameters, Annals of applied probability , 11(4), 2001, pp. 1292-1329
ISSN journal
10505164
Volume
11
Issue
4
Year of publication
2001
Pages
1292 - 1329
Database
ACNP
SICI code
Abstract
In this paper we prove the local sample path large deviation estimates for a general class of Markov chains with discontinuous statistics. The local rate function is represented in terms of the convergence parameter of associated local transform matrices. Our method is illustrated by the case of perturbated random walks in Zd.