Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces

DOI10.1214/17-AOP1192zbMath1391.60049arXiv1401.2802MaRDI QIDQ1746141

Richard Clemens Kraaij

Publication date: 24 April 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.2802

zbMATH Keywords

Markov processesLagrangianlarge deviation principleNisio semigroupDoob transform

Mathematics Subject Classification ID

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

Related Items (6)

Semigroups of max-plus linear operators ⋮ Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation ⋮ On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion ⋮ Hamiltonian and Lagrangian for the trajectory of the empirical distribution and the empirical measure of Markov processes ⋮ An inequality connecting entropy distance, Fisher information and large deviations ⋮ Lyapunov criteria for the Feller-Dynkin property of martingale problems

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