From level 2.5 to level 2 large deviations for continuous time Markov chains
Probability
2013-01-01 v1 Statistical Mechanics
Mathematical Physics
math.MP
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].
Cite
@article{arxiv.1212.6908,
title = {From level 2.5 to level 2 large deviations for continuous time Markov chains},
author = {L. Bertini and A. Faggionato and D. Gabrielli},
journal= {arXiv preprint arXiv:1212.6908},
year = {2013}
}
Comments
14 pages, no figure