Some notes on large deviations of Markov processes

DOI10.1007/PL00011549zbMATH Open0965.60038OpenAlexW2312460081WikidataQ124972896 ScholiaQ124972896MaRDI QIDQ1586080FDOQ1586080

Authors: Liming Wu 

Publication date: 25 July 2001

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00011549

Recommendations

• On the Lego-Teichmüller game
• Markov process large deviations in \(\tau\)-topology
• Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case
• Large deviations for almost Markovian processes
• scientific article; zbMATH DE number 4069924

zbMATH Keywords

large deviationshyper-exponential recurrence\(\tau\)-topologyuniform integrable operators

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

Cited In (21)

• A tightness property of a symmetric Markov process and the uniform large deviation principle
• Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviation for periodic Markov process on square lattice
• Title not available (Why is that?)
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
• Large deviations for pinned Markov processes
• Title not available (Why is that?)
• Compactness of symmetric Markov semigroups and boundedness of eigenfunctions
• Uniform approximations of discrete-time filters
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Markov process large deviations in \(\tau\)-topology
• Title not available (Why is that?)
• Large deviations for additive functionals of Markov chains
• A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals
• Title not available (Why is that?)
• Theorems on large deviations for a family of stochastic processes converging to a Markov process
• Large deviations principle for a large class of one-dimensional Markov processes

This page was built for publication: Some notes on large deviations of Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1586080)