Markov-bridge representation of ergodic large-deviation principles

D. R. Michiel Renger

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arXiv · 2407.00216

Markov-bridge representation of ergodic large-deviation principles

D. R. Michiel Renger

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Abstract

We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and mixing argument then yields alternative expressions for these well-known rate functionals, formulated in terms of Markov bridges.

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D. R. Michiel Renger. 2024-06-28. Markov-bridge representation of ergodic large-deviation principles. https://arxiv.org/abs/2407.00216

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