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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Work partially supported by grant NSF-DMR81-14726
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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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DOI: https://doi.org/10.1007/BF01297493
Keywords
- Entropy
- Rate Function
- Stochastic Process
- Probability Theory
- Markovian Process