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Large deviations for almost markovian processes
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  • Published: September 1987

Large deviations for almost markovian processes

  • Stefano Olla1 nAff2 

Probability Theory and Related Fields volume 76, pages 395–409 (1987)Cite this article

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Summary

Large deviation theorems for the empirical distribution of almost markovian processes are proven. Relative entropy identifies the rate function and its definition depends only on the process.

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Author information

Author notes
  1. Stefano Olla

    Present address: Courant Institute, New York University, 251 Mercer St., 10012, New York, NY, USA

Authors and Affiliations

  1. Department of Mathematics, Rutgers University, 08903, New Brunswick, NJ, USA

    Stefano Olla

Authors
  1. Stefano Olla
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Additional information

Work partially supported by grant NSF-DMR81-14726

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Cite this article

Olla, S. Large deviations for almost markovian processes. Probab. Th. Rel. Fields 76, 395–409 (1987). https://doi.org/10.1007/BF01297493

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  • Received: 28 January 1986

  • Issue Date: September 1987

  • DOI: https://doi.org/10.1007/BF01297493

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Keywords

  • Entropy
  • Rate Function
  • Stochastic Process
  • Probability Theory
  • Markovian Process
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