Large deviations via almost sure CLT for functionals of Markov processes

DOI10.1080/07362994.2012.704859MaRDI QIDQ4648519zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationscentral limit theoremsmartingale decompositionadditive functionals of Markov processes

Mathematics Subject Classification ID

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)

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• Large deviations for additive functionals of Markov processes
• Large deviation principle for additive functionals of semi-Markov processes
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• Large deviations for almost Markovian processes

Cites work

• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 1959628 (Why is no real title available?)
• A note on the almost sure central limit theorem
• An almost everywhere central limit theorem
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Invariance principles with logarithmic averaging for continuous local martingales
• Large deviations from the almost everywhere central limit theorem
• Limit theorems with weights for vector-valued martingales
• On a uniform law of the iterated logarithm for sums mod 1 and Benford's law
• On almost sure limit theorems
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
• Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
• 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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