Large Deviations for Empirical Measures of Not Necessarily Irreducible Countable Markov Chains with Arbitrary Initial Measures  

作　　者：Yi Wen JIANG Li Ming WU 

机构地区：[1]Department of Mathematics, Military Economics Academy, Wuhan 430035, P. R. China [2]Laboratoire de Mathématiques Appliqudes, CNRS UMR 6620, Universitd Blaise Pascal, 63177 Aubière, France [3]Department Mathematics, Wuhan University, Wuhan 430072, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2005年第6期1377-1390,共14页数学学报（英文版）

摘　　要：All known results on large deviations of occupation measures of Markov processes are based on the assumption of （essential） irreducibility. In this paper we establish the weak＊ large deviation principle of occupation measures for any countable Markov chain with arbitrary initial measures. The new rate function that we obtain is not convex and depends on the initial measure, contrary to the （essentially） irreducible case.All known results on large deviations of occupation measures of Markov processes are based on the assumption of （essential） irreducibility. In this paper we establish the weak＊ large deviation principle of occupation measures for any countable Markov chain with arbitrary initial measures. The new rate function that we obtain is not convex and depends on the initial measure, contrary to the （essentially） irreducible case.

关 键 词：Large deviations Markov processes （chains） 

分 类 号：O211.62[理学—概率论与数理统计]