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Markov-bridge representation of ergodic large-deviation principles (2407.00216v1)
Published 28 Jun 2024 in math.PR
Abstract: We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and mixing argument then yields alternative expressions for these well-known rate functionals, formulated in terms of Markov bridges.
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