Large deviations via almost sure CLT for functionals of Markov processes
DOI10.1080/07362994.2012.704859zbMATH Open1270.60033OpenAlexW2062136951MaRDI QIDQ4648519FDOQ4648519
Authors: Adina Oprisan, A. Korzeniowski 
Publication date: 9 November 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.704859
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large deviationscentral limit theoremsmartingale decompositionadditive functionals of Markov processes
Convergence of probability measures (60B10) Large deviations (60F10) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57)
Cites Work
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Title not available (Why is that?)
- An almost everywhere central limit theorem
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- A note on the almost sure central limit theorem
- Limit theorems with weights for vector-valued martingales
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- On almost sure limit theorems
- Large deviations from the almost everywhere central limit theorem
- Title not available (Why is that?)
- Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
- On a uniform law of the iterated logarithm for sums mod 1 and Benford's law
- Invariance principles with logarithmic averaging for continuous local martingales
- Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
- The principle of large deviations for martingale additive functionals of recurrent Markov processes
Cited In (4)
- Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
- Large deviation principle for additive functionals of semi-Markov processes
- Large deviations for additive functionals of Markov processes
- Central limit theorems and large deviations for additive functionals of reflecting diffusion processes
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