Theorems on large deviations for a family of stochastic processes converging to a Markov process

MaRDI QIDQ1069562zbMATH OpenFDO

Authors Hiroyuki Ôkura

Publication date 1985

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

large deviations for Markov processeslaws of iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25)

Review text

\textit{M. D. Donsker} and \textit{S. R. S. Varadhan} have developed the theory of large deviations for Markov processes [Commun. Pure Appl. Math. 36, 183-212 (1983; Zbl 0512.60068) is a typical reference]. It is quite natural in some applications to consider large deviations for a certain family of stochastic processes. In the paper large deviations for stochastic (Markov) processes converging to a Markov process are studied. As applications some theorems on the Chung type laws of iterated logarithm are proved.

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