Large deviation theorems for empirical types of Markov chainsconstrained to thin sets |
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Authors: | Algoet PH Marcus BH |
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Affiliation: | IBM Almaden Res. Center, San Jose, CA; |
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Abstract: | An irreducible Markov chain with stationary transition probabilities on a finite directed graph is considered. The probability of large deviations of the random variable denoting the empirical type of the first n transitions is investigated |
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