On Large Deviations for Additive Functionals of Markov Processes I

DOI10.1137/1138069MaRDI QIDQ4836143zbMATH OpenOpenAlexFDO

Authors A. Yu. Veretennikov

Publication date 20 June 1995

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1138069

zbMATH Keywords

large deviationsMarkov processespositive operatorssuperstabilityWentzell-Freidlin-Gärtner method

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55)

Recommendations

• Large deviations for additive functionals of Markov processes
• Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
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Cited in

(17)

• Large deviations of uniformly recurrent Markov additive processes
• Large deviations for additive functionals of d-dependent random fields. I
• Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
• Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
• Large deviations principle for a large class of one-dimensional Markov processes
• Nonconventional large deviations theorems
• Large deviations application to exit times for switched Markov processes
• Large deviations for a class of tempered subordinators and their inverse processes
• Some generalizations of wentzell's lower estimates on large deviations
• Large deviations for excursions of non-homogeneous Markov processes
• Large deviations via almost sure CLT for functionals of Markov processes
• Large deviations for additive functionals of Markov processes
• deviation bounds for additive functionals of markov processes
• Large deviation principle for additive functionals of semi-Markov processes
• The principle of large deviations for martingale additive functionals of recurrent Markov processes
• Large deviations asymptotics for unbounded additive functionals of diffusion processes
• Large deviation lower bounds for additive functionals of Markov processes

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