Large deviations for almost Markovian processes (Q1105901)
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English | 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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