We prove a representation formula for the rate function of the Large Deviation Principle for the empirical distribution of an irreducible continuous time Markov process on a finite state space. We use this representation to characterize asymptotically efficient intensities for the Monte Carlo evalua
A nonstandard form of the rate function for the occupation measure of a Markov chain
β Scribed by Paul Dupuis; Ofer Zeitouni
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 613 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0304-4149
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