Some familiar examples for which the large deviation principle does not hold

DOI10.1002/CPA.3160440806zbMath0749.60025OpenAlexW2033488118WikidataQ126265671 ScholiaQ126265671MaRDI QIDQ4005701

Naresh C. Jain, Srinivasa R. S. Varadhan, J. R. Baxter

Publication date: 27 September 1992

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160440806

zbMATH Keywords

uniqueness theoremMarkov processlarge deviation principlerate functionoccupation time measure

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)

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