Let Y t be a homogeneous nonexplosive Markov process with generator R defined on a denumerable state space E (not necessarily ergodic). We introduce the empirical generator G t of Y t and prove the Ruelle–Lanford property, which implies the weak LDP. In a fairly broad setting, we show how to perform almost all classical operations (e.g., contraction) on the weak LDP under suitable assumptions, whence Sanov's theorem follows.
Problems of Information Transmission – Springer Journals
Published: Oct 7, 2004
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