A large-deviation theorem for tree-indexed Markov chains
Abstract
Given a finite typed rooted tree with vertices, the {\em empirical subtree measure} is the uniform measure on the typed subtrees of formed by taking all descendants of a single vertex. We prove a large deviation principle in , with explicit rate function, for the empirical subtree measures of multitype Galton-Watson trees conditioned to have exactly vertices. In the process, we extend the notions of shift-invariance and specific relative entropy--as typically understood for Markov fields on deterministic graphs such as --to Markov fields on random trees. We also develop single-generation empirical measure large deviation principles for a more general class of random trees including trees sampled uniformly from the set of all trees with vertices.
Keywords
Cite
@article{arxiv.math/0306045,
title = {A large-deviation theorem for tree-indexed Markov chains},
author = {Amir Dembo and Peter Morters and Scott Sheffield},
journal= {arXiv preprint arXiv:math/0306045},
year = {2007}
}
Comments
23 pages