Large deviations for almost Markovian processes (Q1105901)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations for almost Markovian processes
scientific article

    Statements

    Large deviations for almost Markovian processes (English)
    0 references
    0 references
    0 references
    1987
    0 references
    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.
    0 references
    0 references
    relative entropy
    0 references
    large deviations
    0 references
    Donsker-Varadhan assumptions
    0 references
    Feller processes
    0 references