IDENTIFICATION OF THE RATE FUNCTION FOR LARGE DEVIATIONS OF AN IRREDUCIBLE MARKOV CHAIN
文献类型：期刊论文
| 作者 | Liu, Wei1; Wu, Liming2,3 |
| 刊名 | ELECTRONIC COMMUNICATIONS IN PROBABILITY
 |
| 出版日期 | 2009-11-29 |
| 卷号 | 14页码:540-551 |
| 关键词 | Large deviations irreducible Markov processes Feynman-Kac semigroups |
| ISSN号 | 1083-589X |
| 英文摘要 | For an irreducible Markov chain (X(n)) n >= 0 we identify the rate function governing the large deviation estimation of empirical mean 1/n Sigma(n-1)(k=0) f(X(k)) by means of the Donsker-Varadhan's entropy. That allows us to obtain the lower bound of large deviations for the empirical measure 1/n Sigma(n-1)(k=0) delta(Xk) in full generality. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000272620600002 |
| 出版者 | UNIV WASHINGTON, DEPT MATHEMATICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7131]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Liu, Wei |
| 作者单位 | 1.Wuhan Univ, Dept Math, Wuhan 430072, Peoples R China 2.Univ Clermont Ferrand, CNRS, Lab Math Appl, UMR 6620, F-63177 Clermont Ferrand, France 3.Chinese Acad Sci, Inst Appl Math, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, Wei,Wu, Liming. IDENTIFICATION OF THE RATE FUNCTION FOR LARGE DEVIATIONS OF AN IRREDUCIBLE MARKOV CHAIN[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY,2009,14:540-551. |
| APA | Liu, Wei,&Wu, Liming.(2009).IDENTIFICATION OF THE RATE FUNCTION FOR LARGE DEVIATIONS OF AN IRREDUCIBLE MARKOV CHAIN.ELECTRONIC COMMUNICATIONS IN PROBABILITY,14,540-551. |
| MLA | Liu, Wei,et al."IDENTIFICATION OF THE RATE FUNCTION FOR LARGE DEVIATIONS OF AN IRREDUCIBLE MARKOV CHAIN".ELECTRONIC COMMUNICATIONS IN PROBABILITY 14(2009):540-551. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。