Theorems on large deviations for a family of stochastic processes converging to a Markov process (Q1069562)
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English | Theorems on large deviations for a family of stochastic processes converging to a Markov process |
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Theorems on large deviations for a family of stochastic processes converging to a Markov process (English)
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1985
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\textit{M. D. Donsker} and \textit{S. R. S. Varadhan} have developed the theory of large deviations for Markov processes [Commun. Pure Appl. Math. 36, 183-212 (1983; Zbl 0512.60068) is a typical reference]. It is quite natural in some applications to consider large deviations for a certain family of stochastic processes. In the paper large deviations for stochastic (Markov) processes converging to a Markov process are studied. As applications some theorems on the Chung type laws of iterated logarithm are proved.
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large deviations for Markov processes
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laws of iterated logarithm
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