Abstract
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
Citation
Irina Ignatiouk-Robert. "Sample Path Large Deviations and Convergence Parameters." Ann. Appl. Probab. 11 (4) 1292 - 1329, November 2001. https://doi.org/10.1214/aoap/1015345404
Information