Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups (Q948739)
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English | Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups |
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Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups (English)
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20 October 2008
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The goal of the paper is to establish lower and local upper large deviation probability bounds for occupation times of Markov processes with semigroups \(\{ T_t ,t \in T\} \) acting on \(L_2 (m)\) under minimal conditions, where \(T = \{ 0,1,2,\dots\} \) or \(T = [0,\infty )\). In the latter case, it is assumed that the semigroup is strongly continuous on \(L_2 (m)\).
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large deviations
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occupation times
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Markov processes
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