数学物理学报(英文版) ›› 1990, Vol. 10 ›› Issue (2): 217-228.

• 论文 • 上一篇    下一篇

LARGE DEVIATIONS FOR MARKOV CHAINS

陈木法, 卢云刚   

  1. Dept. of Math., Beijing Norm. Univ., Beijing, China
  • 收稿日期:1985-09-04 出版日期:1990-06-25 发布日期:1990-06-25
  • 基金资助:
    This work is supported in part by NSFC and the Foundation of Zhongshan. University, Advanced Research Centre.

LARGE DEVIATIONS FOR MARKOV CHAINS

Chen Mufa, Lu Yungang   

  1. Dept. of Math., Beijing Norm. Univ., Beijing, China
  • Received:1985-09-04 Online:1990-06-25 Published:1990-06-25
  • Supported by:
    This work is supported in part by NSFC and the Foundation of Zhongshan. University, Advanced Research Centre.

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摘要： Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan[5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.

Abstract: Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan[5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.

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