On the Precise Laplace Approximation for Large Deviations of Markov Chain The Nondegenerate Case
[摘要] Let$L_n$betheempiricalmeasureofauniformlyergodicnonreversibleMarkovchainonacompactmetricspaceand$Φ$beasmoothfunctional.Thispapergivesapreciseasymptoticevaluationoftheform$E(exp(nΦ(L_n)))$uptoorder$1+o(1)$,inthecasetheHessianof$J-Φ$isnondegenerate,where$J$istheratefunctionofthelargedeviationsofempiricalmeasure.
[发布日期] [发布机构]
[效力级别] [学科分类] 数学（综合）
[关键词] Laplace Approximations;Large Deviations;Markov Chain [时效性]
