Large deviations for almost Markovian processes (Q1105901)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations for almost Markovian processes |
scientific article; zbMATH DE number 4060423
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviations for almost Markovian processes |
scientific article; zbMATH DE number 4060423 |
Statements
Large deviations for almost Markovian processes (English)
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
relative entropy
0 references
large deviations
0 references
Donsker-Varadhan assumptions
0 references
Feller processes
0 references
0 references
0.95717496
0 references
0.9520465
0 references
0.9513017
0 references
