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Markov process large deviations in \(\tau\)-topology. (English) Zbl 0625.60026
The author extends results of Donsker and Varadhan on the probability of large deviations for the empirical measure (or occupation measure) of uniformly ergodic Markov processes from their usual formulation in terms of the weak topology on the set of probability measures to the finer \(\tau\)-topology which is generated by the integrals over bounded measurable functions.
Reviewer: M.Scheutzow

MSC:
60F10 Large deviations
60J05 Discrete-time Markov processes on general state spaces
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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