Large deviations for almost Markovian processes

DOI10.1007/BF01297493zbMath0649.60032MaRDI QIDQ1105901

Stefano Olla

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

relative entropylarge deviationsFeller processesDonsker-Varadhan assumptions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic processes (60G99)

Related Items (5)

The large deviation principle for hypermixing processes ⋮ Large deviations for Gibbs random fields ⋮ Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory ⋮ Pseudo free energies and large deviations for non Gibbsian FKG measures ⋮ Large deviation for stationary processes

Cites Work

• Large deviations for a general class of random vectors
• Large deviations for stationary Gaussian processes
• Local perturbations of conditional expectations
• Potentials for almost Markovian random fields
• Large deviation of some infinite-dimensional markov processes^∗
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic probabilities and differential equations
• An introduction to the theory of large deviations
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