The Annals of Applied Probability

Sample Path Large Deviations and Convergence Parameters

Irina Ignatiouk-Robert

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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 $\mathbb{Z}^d$.

Article information

Ann. Appl. Probab., Volume 11, Number 4 (2001), 1292-1329.

First available in Project Euclid: 5 March 2002

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Zentralblatt MATH identifier

Primary: 60F10: Large deviations
Secondary: 60J15 60K35

Sample path large deviations representation of rate functions convergence parameter perturbated random walks


Ignatiouk-Robert, Irina. Sample Path Large Deviations and Convergence Parameters. Ann. Appl. Probab. 11 (2001), no. 4, 1292--1329. doi:10.1214/aoap/1015345404.

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