A remark on the large deviations of an ergodic markov process

DOI10.1080/17442508708833473zbMath0638.60036OpenAlexW2008610755WikidataQ57636092 ScholiaQ57636092MaRDI QIDQ3779513

Wendell H. Fleming, Shuenn-Jyi Sheu, Halil Mete Soner

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833473

zbMATH Keywords

linearizationoccupation measureergodic Markov processDonsker-Varadhan result

Mathematics Subject Classification ID

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

Related Items

Large deviations for the empirical measure of a diffusion via weak convergence methods ⋮ Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Large deviations for small noise diffusions over long time ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds ⋮ Nonequilibrium Markov processes conditioned on large deviations ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions

Cites Work

• Stochastic control and principal eigenvaluet^†
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On Large Deviations from the Invariant Measure
• An introduction to the theory of large deviations
• Unnamed Item

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