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arXiv · 1212.6908

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

L. Bertini·A. Faggionato·D. Gabrielli
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Abstract

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].

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L. Bertini, A. Faggionato, D. Gabrielli. 2012-12-31. From level 2.5 to level 2 large deviations for continuous time Markov chains. https://arxiv.org/abs/1212.6908

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