Markov-bridge representation of ergodic large-deviation principles
Probability
2024-07-02 v1
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.
Cite
@article{arxiv.2407.00216,
title = {Markov-bridge representation of ergodic large-deviation principles},
author = {D. R. Michiel Renger},
journal= {arXiv preprint arXiv:2407.00216},
year = {2024}
}