Large deviations for jump Markov processes

zbMATH Open1086.60018MaRDI QIDQ5201201FDOQ5201201

Authors: Mariana Sibiceanu 

Publication date: 12 April 2006

Recommendations

• Large Deviations with Diminishing Rates
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• Large deviations for processes with discontinuous statistics
• On the large deviation rate function for the empirical measures of reversible jump Markov processes
• Large deviations for Markov jump processes with uniformly diminishing rates

zbMATH Keywords

large deviation principledissipative operatorexponential tightnessNisio semigroup corresponding to a control problem

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Right processes (60J40)

Cited In (16)

• Large deviations for multi-scale regime-switching jump diffusion systems
• Large deviations for Markov bridges with jumps
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• An Asymptotic Theory of Large Deviations for Markov Jump Processes
• Large deviations for processes in random environments with jumps
• Title not available (Why is that?)
• Title not available (Why is that?)
• Law of large numbers and central limit theorem for a class of pure jump Markov process
• Large deviations for Markov jump processes in periodic and locally periodic environments
• Title not available (Why is that?)
• Large deviations for Markov processes with mean field interaction and unbounded jumps
• Title not available (Why is that?)
• On evaluating the rate function of large deviations for jump processes
• Large Deviations with Diminishing Rates
• Large deviations for SPDEs of jump type
• Large deviations for Markov jump processes with uniformly diminishing rates

This page was built for publication: Large deviations for jump Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5201201)