A remark on the large deviations of an ergodic markov process

1 November 1987

journal article
research article
Published by Taylor & Francis in Stochastics

Vol. 22 (3) , 187-199
https://doi.org/10.1080/17442508708833473

Abstract

We give an alternative proof of the Donsker-Varadhan result for the large time behavior of the occupation measure of a Feller-Markov process µ_t, taking values in a compact metric space X. For any Weak^∗ continuous functions φ(μ) on the space of probability measures on X, we identify through a linearization argument.

Keywords

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