An application of Berezin integration to large deviations
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An asymptotic series expansion for expectations of smooth functions of the local time of a finite state Markov process with symmetric generator is obtained. The method uses Grassman integration and extends the large deviation result of Donsker and Varadhan.
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- scientific article; zbMATH DE number 3879812
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- ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
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Cites work
- scientific article; zbMATH DE number 3521317 (Why is no real title available?)
- scientific article; zbMATH DE number 3437326 (Why is no real title available?)
- scientific article; zbMATH DE number 3243649 (Why is no real title available?)
- Markov processes as a tool in field theory
- On the Fock space representation of functionals of the occupation field and their renormalization
Cited in
(9)- On the probabilistic approach for Gaussian Berezin integrals.
- Critical exponents for long-range \(\mathrm O(n)\) models below the upper critical dimension
- The geometry of random walk isomorphism theorems
- Joint density for the local times of continuous-time Markov chains
- Four-dimensional weakly self-avoiding walk with contact self-attraction
- Large deviation principles via spherical integrals
- Berezin integrals and Poisson processes
- Self-avoiding walk, spin systems and renormalization
- Renormalization group and probability theory
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