An application of Berezin integration to large deviations (Q804071)

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scientific article; zbMATH DE number 4199150
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    An application of Berezin integration to large deviations
    scientific article; zbMATH DE number 4199150

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      An application of Berezin integration to large deviations (English)
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      1991
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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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      asymptotic series expansion
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      local time
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      large deviation
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