Empirical Measure Large Deviations for Reinforced Chains on Finite Spaces

Amarjit Budhiraja, Adam Waterbury

Let $A$ be a transition probability kernel on a finite state space ${\Delta }^o=\{1,\dots ,d\}$ such that $A(x,y)>0$ for all $x,y\in {\Delta }^o$. Consider a reinforced chain given as a seque…