Large Deviations via Almost Sure CLT for Functionals of Markov Processes

DOI10.1080/07362994.2012.704859zbMath1270.60033MaRDI QIDQ4648519

Andrzej Korzeniowski, Adina Oprisan

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

zbMATH Keywords

large deviations; central limit theorems; martingale decomposition; additive functionals of Markov processes

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G50: Sums of independent random variables; random walks

60F10: Large deviations

60G57: Random measures

60B10: Convergence of probability measures

60F17: Functional limit theorems; invariance principles

Cites Work

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