On the spectrum of Markov semigroups via sample path large deviations

DOI10.1007/S00440-004-0410-7MaRDI QIDQ816984zbMATH OpenOpenAlexFDO

Authors Irina Ignatiouk-Robert

Publication date 2 March 2006

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411221

Mathematics Subject Classification ID

Large deviations (60F10) Markov semigroups and applications to diffusion processes (47D07) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25)

Abstract: The essential spectral radius of a sub-Markovian process is defined as the infimum of the spectral radiuses of all local perturbations of the process. When the family of rescaled processes satisfies sample path large deviation principle, the spectral radius and the essential spectral radius are expressed in terms of the rate function. The paper is motivated by applications to reflected diffusions and jump Markov processes describing stochastic networks for which the sample path large deviation principle has been established and the rate function has been identified while essential spectral radius has not been calculated.

Recommendations

• Essential spectral radius for Markov semigroups. I: Discrete time case
• Large deviations for Markov chains and spectrum of matrices
• An inequality for the spectral radius of Markov processes
• Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
• scientific article; zbMATH DE number 4186443

Cites work

• scientific article; zbMATH DE number 1190399 (Why is no real title available?)
• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• scientific article; zbMATH DE number 3761138 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 1552339 (Why is no real title available?)
• scientific article; zbMATH DE number 194996 (Why is no real title available?)
• scientific article; zbMATH DE number 847278 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Brownian motion in a wedge with oblique reflection
• Ergodic properties of nonnegative matrices. I
• Ergodic properties of nonnegative matrices. II
• Essential spectral radius for Markov semigroups. I: Discrete time case
• General Irreducible Markov Chains and Non-Negative Operators
• Large deviations and queueing networks: Methods for rate function identification
• Large deviations for processes with discontinuous statistics
• Large deviations of Jackson networks.
• Non-negative matrices and Markov chains. 2nd ed
• Random Walks on Infinite Graphs and Groups

Cited in

(4)

• An inequality for the spectral radius of Markov processes
• Spectrum of large random reversible Markov chains: two examples
• Exponential convergence of Markovian semigroups and their spectra on \(L^p\)-spaces
• Computable bounds on the spectral gap for unreliable Jackson networks

This page was built for publication: On the spectrum of Markov semigroups via sample path large deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q816984)