Large deviations and related problems for absorbing Markov chains

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 quasi-stationary distributions of the chains are also characterized by the large deviation rate function. As an application of these results, we interpret the “stationarity” of mean ratio quasi-stationary distributions via a concrete example. An application to quasi-ergodicity is also discussed.