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Occupation measures for Markov chains

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Abstract

We give simple proofs of large deviation theorems for the occupation measure of a Markov chain using a regeneration argument to establish existence and convexity theory to identify the rate function.

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Dinwoodie, I.H., Ney, P. Occupation measures for Markov chains. J Theor Probab 8, 679–691 (1995). https://doi.org/10.1007/BF02218050

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  • DOI: https://doi.org/10.1007/BF02218050

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