From level 2.5 to level 2 large deviations for continuous time Markov chains

preprint2012arXivOpen access

Abstract

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow proved in [2].

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