Markov-bridge representation of ergodic large-deviation principles

2024/06/28 by D. R. Michiel Renger, Renger, D. R. Michiel
Decision Sciences · #60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 #60J10 #60J27 #FOS: Mathematics #Probability (math.PR) #Simulation Techniques and Applications

paper · pdf · doi:10.48550/arxiv.2407.00216

openalex publication_date 2024/06/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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