Some notes on large deviations of Markov processes

DOI10.1007/PL00011549zbMath0965.60038OpenAlexW2312460081WikidataQ124972896 ScholiaQ124972896MaRDI QIDQ1586080

Li-ming 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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (8)

Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals ⋮ Donsker-Varadhan large deviations for path-distribution dependent SPDEs ⋮ Uniform approximations of discrete-time filters ⋮ Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures ⋮ Compactness of symmetric Markov semigroups and boundedness of eigenfunctions ⋮ Unnamed Item ⋮ A tightness property of a symmetric Markov process and the uniform large deviation principle

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