scientific article; zbMATH DE number 177232

MaRDI QIDQ4037082zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 18 May 1993

zbMATH Keywords

cumulant generating function methodempirical distributionslogarithmic asymptotics of large deviationsmixing-type condition

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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(13)

• Large deviations for empirical measures with degenerate limiting distribution
• Shift ergodicity for stationary Markov processes
• Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
• The large deviations theorem and ergodic sensitivity
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems
• Large deviation theorem for empirical measures of degenerate diffusion processes
• Large Deviations for Clocks of Self-similar Processes
• On large deviations of coupled diffusions with time scale separation
• On Large Deviations of the Sojourn Time for an Ergodic Process
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