Asymptotic evaluation of certain Markov process expectations for large time—III
From MaRDI portal
Publication:4118558
DOI10.1002/cpa.3160290405zbMath0348.60032OpenAlexW4249826445MaRDI QIDQ4118558
M. D. Donsker, Srinivasa R. S. Varadhan
Publication date: 1976
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160290405
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Transition functions, generators and resolvents (60J35)
Related Items
Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior, Large deviations for a Brownian motion in a drifted Brownian potential, Large deviations for a reaction diffusion model, A large deviation principle for \((r,p)\)-capacities on the Wiener space, A variational formula on the Cramér function of series of independent random variables, Schrödinger processes with unbounded or singular potentials, conditional Sanov property, Conditional gaugeability and subcriticality of generalized Schrödinger operators, Large deviation analysis of a droplet model having a Poisson equilibrium distribution, Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems., Large deviation principle of occupation measures for non-linear monotone SPDEs, Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima, Large deviation properties of the empirical measure of a metastable small noise diffusion, Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces., Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales, Large deviations for random upper semicontinuous functions, Large deviations for the empirical measure of a diffusion via weak convergence methods, Kolmogorov-type systems with regime-switching jump diffusion perturbations, On large deviations of coupled diffusions with time scale separation, Large deviations and law of large numbers for a mean field type interacting particle system, Persistent stability of a chaotic system, Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes, On self-attracting \(d\)-dimensional random walks, Asymptotic properties of additive functionals of Brownian motion, Occupation measures for Markov chains, Nature-inspired algorithms for real-world optimization problems, Large deviations for moving average processes, Rate functions in the theory of large deviations, A nonstandard form of the rate function for the occupation measure of a Markov chain, The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains, Some problems associated with Donsker-Varadhan processes, Dominating points and large deviations for random vectors, Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential, Large deviations for self-intersection local times of stable random walks, A formal view on level 2.5 large deviations and fluctuation relations, Geometric ergodicity in a weighted Sobolev space, A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime, Large deviations for random dynamical systems and applications to hidden Markov models, From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach, Large deviations for distributions of sums of random variables: Markov chain method, Large deviation principle for a class of SPDE with locally monotone coefficients, Process-level quenched large deviations for random walk in random environment, Exponential asymptotics for time-space Hamiltonians, Probabilities of large deviations in topological spaces. II, Large deviation principle for moderate deviation probabilities of bootstrap empirical measures, Large deviations for empirical measures of Markov chains, Large deviations for bootstrapped empirical measures, Large deviations of time-averaged statistics for Gaussian processes, A large deviation principle for symmetric Markov processes with Feynman-Kac functional, Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control, The large-maturity smile for the Heston model, Large deviations for Markov processes with discontinuous statistics. II: Random walks, Sample path large deviations for Lévy processes and random walks with Weibull increments, Ergodic robust maximization of asymptotic growth, Variational formulas and cocycle solutions for directed polymer and percolation models, Large deviations for many Brownian bridges with symmetrised initial-terminal condition, Level 2.5 large deviations for continuous-time Markov chains with time periodic rates, On large deviations for uniformly strong mixing sequences, Note on the Schrödinger equation and \(I\)-projections, Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats, Large deviation principle for Benedicks-Carleson quadratic maps, Free energy in a mean field of Brownian particles, Large deviations for intersection local times in critical dimension, Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals, Limiting process of absorbing Markov chains, The Laplace method for Gaussian measures and integrals in Banach spaces, Large-time asymptotics for an uncorrelated stochastic volatility model, Large deviations of empirical measures of diffusions in weighted topologies, Markov process large deviations in \(\tau\)-topology, On the maximum entropy principle for uniformly ergodic Markov chains, Large deviations for stochastic evolution equations with small multiplicative noise, Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics, Moderate deviations for nonhomogeneous Markov chains, Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field, Large deviations built on max-stability, Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion, Cramér transform and \(t\)-entropy, The principle of large deviations for almost everywhere central limit theorem, Large deviations in discrete-time renewal theory, Distribution dependent stochastic differential equations, Infinite horizon stopping problems with (nearly) total reward criteria, Intermediate spaces, Gaussian probabilities and exponential tightness, Lifshits asymptotics for one-dimensional stochastic operators, A function space large deviation principle for certain stochastic integrals, Large deviations for the empirical measure of the zig-zag process, Second-order converses via reverse hypercontractivity, Generalized principal eigenvalues of convex nonlinear elliptic operators in \(\mathbb{R}^N\), Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points, Large deviations of order n for sums of random variables related to a Markov chain, Quenched, annealed and functional large deviations for one-dimensional random walk in random environment, Large deviation lower bounds for arbitrary additive functionals of a Markov chain, Entropy for translation-invariant random-cluster measures, Martingale problems for large deviations of Markov processes, On Donsker and Varadhan's asymptotic evaluation without compactness, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, A remark on a variational problem in probability, Empirical measure large deviations for reinforced chains on finite spaces, Strong coupling limit for a certain class of polaron models, Risk-sensitive control for a class of diffusions with jumps, On the large deviation rate function for the empirical measures of reversible jump Markov processes, Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume, Approximating a diffusion by a finite-state hidden Markov model, Derivative of intersection local time of independent symmetric stable motions, ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I, Stochastic limit-cycle oscillations of a nonlinear system under random perturbations, Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals, Transport-information inequalities for Markov chains, Large deviations for stochastic differential equations with general delayed generator, A supplement to the laws of large numbers and the large deviations, The band structure of a model of spatial random permutation, Unnamed Item, A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables, General theorems on large deviations for random vectors, An overview of the theory of large deviations and applications to statistical mechanics, Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation, Full Metastable Asymptotic of the Fisher Information, Stochastic Processes in the Decades after 1950, Ergodicity and large deviations in physical systems with stochastic dynamics, Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means, Empirical Measures, Geodesic Lengths, and a Variational Formula in First-Passage Percolation, A large deviation principle for the empirical measures of Metropolis-Hastings chains, On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems, User-friendly Introduction to PAC-Bayes Bounds, Sample-path large deviations for a class of heavy-tailed Markov-additive processes, Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space, Tightness and exponential tightness of Gaussian probabilities, Distributionally robust and generalizable inference, A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration, Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior, Portfolios and risk premia for the long run, Asymptotics for Rough Stochastic Volatility Models, Unnamed Item, Large deviation principles for SDEs under locally weak monotonicity conditions, Large deviations for small noise diffusions over long time, A remark on the large deviations of an ergodic markov process, Large deviations and mixing for dissipative PDEs with unbounded random kicks, Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\), Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points, Large deviations under a viewpoint of metric geometry: measure-valued process cases, Cramér’s Theorem in Banach Spaces Revisited, Conditional law of large numbers and entropy of Markov processes, A note on large deviations for unbounded observables, The large-maturity smile for the Stein-Stein model, Variational and optimal control representations of conditioned and driven processes, Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, \(L^p\)-independence of spectral bounds of Schrödinger type semigroups, Large deviations for discontinuous additive functionals of symmetric stable processes, Large Deviations for Brownian Intersection Measures, The explicit form of the rate function for semi-Markov processes and its contractions, THE LARGE-MATURITY SMILE FOR THE SABR AND CEV-HESTON MODELS, Uniform large deviation for pinned hyperbolic Brownian motion, Laplace approximations for sums of independent random vectors, An Elementary Derivation of the Large Deviation Rate Function for Finite State <scp>M</scp>arkov Chains, Prediction of time series by statistical learning: general losses and fast rates, Large deviations for \(U\)-statistics, Sanov and central limit theorems for output statistics of quantum Markov chains, Upper bounds for large deviations of dependent random vectors, An explicit Schilder-type theorem for super-Brownian motions, On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control, Large deviation asymptotics and control variates for simulating large functions, Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables, A large deviation principle for bootstrapped sample means, Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory, The free energy of the dirac polaron, an explicit solution, Large Deviations for Radial Random Walks on Homogeneous Trees, Unnamed Item, A Lil for Occupation Times of Stable Processes, Extended Laplace principle for empirical measures of a Markov chain, Local Poisson equations associated with the Varadhan functional, Large deviations, Semi-classical limits of the first eigenfunction and concentration on the recurrent sets of a dynamical system, Large deviations of avalanches in the raise and peel model, Asymptotic expansions of Gaussian integrals, Asymptotics of Gaussian integrals in infinite dimensions, Mean‐Field Interaction of Brownian Occupation Measures II: A Rigorous Construction of the Pekar Process, Large deviations from the mckean-vlasov limit for weakly interacting diffusions, Stochastic traveling waves of a stochastic Fisher–KPP equation and bifurcations for asymptotic behaviors, A Donsker-Varadhan type of invariance principle, An explicit Schilder type theorem for super-Brownian motions: Infinite initial measures, [https://portal.mardi4nfdi.de/wiki/Publication:3660602 Th�or�mes de grandes deviations pour des mesures al�atoires], A Comparison Principle for Large Deviations, Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit, A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere, Large deviations of some Markov processes on compact metric spaces, Area fluctuations on a subinterval of Brownian excursion, Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups, Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space, Large Deviations for Additive Functionals of Reflected Jump-Diffusions, Symmetry breaking and random waves for magnetic systems on a circle, Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas
Cites Work
