Large Deviations for Empirical Measures of Self-Interacting Markov Chains

Amarjit Budhiraja, Adam Waterbury, Pavlos Zoubouloglou

Let ${\Delta }^o$ be a finite set and, for each probability measure $m$ on ${\Delta }^o$, let $G(m)$ be a transition probability kernel on ${\Delta }^o$. Fix $x_0\in {\Delta }^o$ and consider the chain $\{X_n, \…