From level 2.5 to level 2 large deviations for continuous time Markov chains

2012/12/31 by Bertini, L., Faggionato, A., Gabrielli, D.
#60F10 #60J27 #82C05 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech)

paper · doi:10.48550/arxiv.1212.6908

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].

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