Local theorems of large deviations for homogeneous Markov chains

Large Deviations for a Class of Nonhomogeneous Markov Chains

Large deviation results are given for a class of perturbed non-homogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {Pn} be a sequence of transition matrices on a finite state space which converge to a limit transition matrix P. Let {Xn} be the associated non-homogeneous Markov chain where Pn controls movement from ti...

Renewal Theorems for Markov Chains

Large deviations of combinatorial distributions II: Local limit theorems

This paper is a sequel to our paper [17] where we derived a general central limit theorem for probabilities of large deviations1 applicable to many classes of combinatorial structures and arithmetic functions; we consider corresponding local limit theorems in this paper. More precisely, given a sequence of integral random variables {Ωn}n≥1 each of maximal span 1 (see below for definition), we a...

Stone-Weierstrass type theorems for large deviations

We give a general version of Bryc’s theorem valid on any topological space and with any algebra A of real-valued continuous functions separating the points, or any wellseparating class. In absence of exponential tightness, and when the underlying space is locally compact regular and A constituted by functions vanishing at infinity, we give a sufficient condition on the functional Λ(·)|A to get ...

Continuous-time homogeneous Markov chains