Large deviations for almost Markovian processes (Q1105901): Difference between revisions

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Large deviations for almost Markovian processes
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    Large deviations for almost Markovian processes (English)
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    1987
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    Results of large deviations are obtained without the use of the contraction principle, exploited earlier, in the case when there exists a continuous mapping transforming the homogeneous process considered into a Markov process satisfying the Donsker-Varadhan assumptions. Complete results are obtained for the class of processes which generalizes the class of Feller processes to non-Markovian situations.
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    relative entropy
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    large deviations
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    Donsker-Varadhan assumptions
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    Feller processes
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