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arxiv: 1210.2004 · v3 · pith:MMABZRPEnew · submitted 2012-10-06 · 🧮 math.PR

Large deviations of the empirical flow for continuous time Markov chains

classification 🧮 math.PR
keywords empiricalcontinuousflowlargemarkovtimeaccountschain
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We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We give a direct proof using tilting and an indirect one by contraction from the empirical process.

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