Abstract
Let E be a Polish space and π(x,•) a transition probability function on E. Set Ω = Eη and let {Px: x ∈ E} be the Markov family on Ω with transition function π (i.e. Px (X(0) = x) = 1 and Px is a Markov process with transition function π). For n ≥ 1 and ω ∈ Ω, define
, and
10. Finally, define Qn,x and Qn,x on m1(m1E)) to be the distribution of Ln and L 1n , respectively, under Px.
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© 1984 Springer-Verlag New York Inc.
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Stroock, D.W. (1984). Existence of a Rate Function. In: An Introduction to the Theory of Large Deviations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8514-1_7
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DOI: https://doi.org/10.1007/978-1-4613-8514-1_7
Publisher Name: Springer, New York, NY
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