Large deviations for additive functionals of Markov processes

MaRDI QIDQ5320839zbMATH OpenFDO

Authors A. Korzeniowski, Adina Oprisan

Publication date 22 July 2009

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25) Sums of independent random variables; random walks (60G50) Random measures (60G57)

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Cited in

(18)

• Large deviation principles for Markov processes via phi-Sobolev inequalities
• Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
• Martingale problems for large deviations of Markov processes
• Large deviations for continuous additive functionals of symmetric Markov processes
• Large deviations for additive functionals of \(d\)-dependent random fields. III
• Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes
• Large deviation principle for integral functionals of a Markov process
• Large deviations for additive functionals of Markov chains
• Identification of the point nullifying the rate function in the large deviation principle for occupation measures ofr Markov classes
• Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
• Large deviations via almost sure CLT for functionals of Markov processes
• On Large Deviations for Additive Functionals of Markov Processes I
• On the large deviations of a class of modulated additive processes
• Large deviation for additive functionals of symmetric Markov processes
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Large deviation principle for additive functionals of semi-Markov processes
• The principle of large deviations for martingale additive functionals of recurrent Markov processes
• Large deviation principles for Euclidean functionals and other nearly additive processes

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