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Identification of the rate function for large deviations of an irreducible Markov chain

   
@article{ECP1512,
	author = {Wei Liu and Liming Wu},
	title = {Identification of the rate function for large deviations of an irreducible Markov chain},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Large deviations, irreducible  Markov processes, Feynman-Kac semigroups},
	abstract = {For an irreducible Markov chain $(X_n)_{n\ge 0}$ we identify the rate function governing the large deviation estimation of empirical mean $\frac {1}{n} \sum_{k=0}^{n-1} f(X_k)$ by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large deviations for the empirical measure $\frac {1}{n} \sum_{k=0}^{n-1} \delta_{X_k}$ in full generality},
	pages = {no. 52, 540-551},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1512},    
        url = {http://ecp.ejpecp.org/article/view/1512}}