We consider discrete-time Markov chains with Polish state space. The large deviations principle for empirical measures of a Markov chain can equivalently be stated in Laplace principle form, which ...
This course is compulsory on the MSc in Operations Research & Analytics. This course is not available as an outside option to students on other programmes. The course covers theory including the ...
In this paper, we consider kth-order two-state Markov chains {Xi} with stationary transition probabilities. For k = 1, we construct in detail an upper bound for the total variation d(Sn, Y) = ∑x | ...
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