Chen, Jinwen; Deng, Xiaoxue - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2398-2418
In this paper, large deviations and their connections with several other fundamental topics are investigated for absorbing Markov chains. A variational representation for the Dirichlet principal eigenvalues is given by the large deviation approach. Kingman’s decay parameters and mean ratio...