Large deviations of the empirical flow for continuous time Markov chains
Probability
2015-01-19 v3
Abstract
We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We give a direct proof using tilting and an indirect one by contraction from the empirical process.
Cite
@article{arxiv.1210.2004,
title = {Large deviations of the empirical flow for continuous time Markov chains},
author = {Lorenzo Bertini and Alessandra Faggionato and Davide Gabrielli},
journal= {arXiv preprint arXiv:1210.2004},
year = {2015}
}
Comments
Minor revision, to appear on Annales de l'Institut Henri Poincare (B) Probability and Statistics