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Tunneling from Random Walks to Markov Chains

O'Connell, Neil; Shwartz, Adam

HPL-BRIMS-98-09

Keyword(s): large deviations; markov chains; contraction principle

Abstract: As a philosophically motivated exercise, we obtain the large deviation principle for a Markov chain by viewing it as a functional i.i.d random variables.

9 Pages

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