Rolando Cavazos–Cadena; Daniel Hernández–Hernández - In: Mathematical Methods of Operations Research 60 (2004) 3, pp. 399-414
This work considers Markov chains with finite state space. It is supposed that the process has a single recurrent class, but the set of transient states is not necessarily empty. In this context, a Varadhan’s function, giving the exponential grow rate of an aggregated cost function, is...
