Abstract
Let Y t be a homogeneous nonexplosive Markov process with generator R defined on a denumerable state space E (not necessarily ergodic). We introduce the empirical generator G t of Y t and prove the Ruelle–Lanford property, which implies the weak LDP. In a fairly broad setting, we show how to perform almost all classical operations (e.g., contraction) on the weak LDP under suitable assumptions, whence Sanov's theorem follows.
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de La Fortelle, A. Large Deviation Principle for Markov Chains in Continuous Time. Problems of Information Transmission 37, 120–139 (2001). https://doi.org/10.1023/A:1010470024888
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DOI: https://doi.org/10.1023/A:1010470024888