Uniformly integrable operators and large deviations for Markov processes

DOI10.1006/JFAN.1999.3544zbMATH Open0957.60032OpenAlexW2088811292MaRDI QIDQ1567415FDOQ1567415

Authors: Liming Wu 

Publication date: 18 March 2001

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1999.3544

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zbMATH Keywords

large deviationsFeynman-Kac formulacompact operatorsspectral gaphypercontractivityGirsanov formulauniformly integrable operatorsPerron-Frobenius theorems

Mathematics Subject Classification ID

Large deviations (60F10) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Applications of operator theory in probability theory and statistics (47N30)

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Cited In (61)

• Stochastic heat equation with Ornstein-Uhlenbeck operator
• On the stability of positive semigroups
• Compactness of semigroups generated by symmetric non-local Dirichlet forms with unbounded coefficients
• A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
• Stable limits for Markov chains via the principle of conditioning
• Transportation inequalities for stochastic differential equations of pure jumps
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
• ON THE COMPACTNESS OF MANIFOLDS
• Large deviations in operator form
• Uniform Exponential Ergodicity of Stochastic Dissipative Systems
• Upper bound estimates of the Cramér functionals for Markov processes
• Lyapunov exponents of hybrid stochastic heat equations
• Poincaré inequality for weighted first order Sobolev spaces on loop spaces
• Harnack and functional inequalities for generalized Mehler semigroups.
• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• \(L^p\)-uniqueness of Schrödinger operators and the capacitary positive improving property
• Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
• Large deviations of empirical measures of diffusions in weighted topologies
• Edgeworth expansions in operator form
• Exponential convergence in probability for empirical means of Lévy processes
• Asymptotics of sample entropy production rate for stochastic differential equations
• Transportation inequalities for stochastic differential equations with jumps
• Lyapunov conditions for super Poincaré inequalities
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• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Large deviations for random dynamical systems and applications to hidden Markov models
• Geometric ergodicity of the bouncy particle sampler
• Transport-information inequalities for Markov chains
• Harnack inequality and applications for stochastic generalized porous media equations
• Spectral gap of positive operators and applications
• Large deviations for renewal processes
• Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Compactness of symmetric Markov semigroups and boundedness of eigenfunctions
• Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
• Moderate deviations for nonhomogeneous Markov chains
• Transportation-information inequalities for Markov processes
• Functional inequalities and spectrum estimates: The infinite measure case
• Asymptotics of stochastic Burgers equation with jumps
• Markov operators defined by Volterra type integrals with advanced argument
• A large deviation principle for 2D stochastic Navier-Stokes equation
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Hypercontractivity for functional stochastic differential equations
• Geometric ergodicity in a weighted Sobolev space
• On hyperboundedness and spectrum of Markov operators
• A. de Moivre theorem revisited
• Dimension-free Harnack inequality and its applications
• Quasi-compactness and absolutely continuous kernels
• Criteria of spectral gap for Markov operators
• Spectral gap for hyperbounded operators
• Large deviations and mixing for dissipative PDEs with unbounded random kicks
• An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
• Large deviations in total variation of occupation measures of one-dimensional diffusions
• Spectral gaps for hyperbounded operators
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
• Large deviations for Glauber dynamics of continuous gas
• Hypercontractivity and applications for stochastic Hamiltonian systems

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