Large Deviations for stationary probabilities of a family of continuous time Markov chains via Aubry-Mather theory

Artur O. Lopes, Adriana Neumann

We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),t\ge 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values…