Large Deviation Principle for a Markov Chain with a Countable State Space

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(1)Large Deviation Principle for a Markov Chain with a Countable State Space Arnaud de la Fortelle, Guy Fayolle. To cite this version: Arnaud de la Fortelle, Guy Fayolle. Large Deviation Principle for a Markov Chain with a Countable State Space. [Research Report] RR-3503, INRIA. 1998. �inria-00073182�. HAL Id: inria-00073182 https://hal.inria.fr/inria-00073182 Submitted on 24 May 2006. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. Large Deviation Principle for a Markov Chain with a Countable State Space Arnaud de La Fortelle et Guy Fayolle. N ˚ 3503 Septembre 1998 ` THEME 1. ISSN 0249-6399. apport de recherche.

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