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Rate function of large deviation for a class of nonhomogeneous markov chains on supercritical percolation network

โœ Scribed by Zhong Hao Xu; Dong Han

Book ID
106279801
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
279 KB
Volume
27
Category
Article
ISSN
1439-7617

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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