In this paper we prove the local sample path large deviation
estimates for a general class of Markov chains with discontinuous statistics.
The local rate function is represented in terms of the convergence parameter of
associated local transform matrices. Our method is illustrated by the case of
perturbated random walks in $\mathbb{Z}^d$.
Publié le : 2001-11-14
Classification:
Sample path large deviations,
representation of rate functions,
convergence parameter,
perturbated random walks,
60F10,
60J15,
60K35
@article{1015345404,
author = {Ignatiouk-Robert, Irina},
title = {Sample Path Large Deviations and Convergence Parameters},
journal = {Ann. Appl. Probab.},
volume = {11},
number = {2},
year = {2001},
pages = { 1292-1329},
language = {en},
url = {http://dml.mathdoc.fr/item/1015345404}
}
Ignatiouk-Robert, Irina. Sample Path Large Deviations and Convergence Parameters. Ann. Appl. Probab., Tome 11 (2001) no. 2, pp. 1292-1329. http://gdmltest.u-ga.fr/item/1015345404/