Markov-bridge representation of ergodic large-deviation principles
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909234410553344 |
|---|---|
| author | Renger, D. R. Michiel |
| author_facet | Renger, D. R. Michiel |
| contents | We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and mixing argument then yields alternative expressions for these well-known rate functionals, formulated in terms of Markov bridges. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_00216 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Markov-bridge representation of ergodic large-deviation principles Renger, D. R. Michiel Probability 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10, 60J10, 60J27 We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and mixing argument then yields alternative expressions for these well-known rate functionals, formulated in terms of Markov bridges. |
| title | Markov-bridge representation of ergodic large-deviation principles |
| topic | Probability 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10 60J10 60J27 60F10, 60J10, 60J27 |
| url | https://arxiv.org/abs/2407.00216 |