Large deviation principle for Markov chains in continuous time. (English. Russian original) Zbl 0996.60086
Probl. Inf. Transm. 37, No. 2, 120-139 (2001); translation from Probl. Peredachi Inf. 37, No. 2, 40-61 (2001).
From the introduction: The notion of empirical generator for countable continuous-time Markov chains is introduced and studied. The author proves the Ruelle-Landford property and the weak large deviation principle for the empirical generator of the Markov chain.
Reviewer: A.I.Zejfman (Vologda)
MSC:
| 60J27 | Continuous-time Markov processes on discrete state spaces |
| 60J35 | Transition functions, generators and resolvents |
