On evaluating the rate function of large deviations for jump processes

DOI10.1007/BF02108200zbMATH Open0721.60031OpenAlexW161843920MaRDI QIDQ5753285FDOQ5753285

Authors: Yun Gang Lu, Mu-Fa Chen 

Publication date: 1990

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02108200

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zbMATH Keywords

large deviationsMarkov jump processesrate function

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Asymptotic evaluation of certain markov process expectations for large time, I
• An introduction to the theory of large deviations
• On the principal eigenvalue of second-order elliptic differential operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Coupling for jump processes
• On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
• On evaluating the Donsker-Varadhan I-function
• Title not available (Why is that?)

Cited In (5)

• On the large deviation rate function for the empirical measures of reversible jump Markov processes
• The rate function for some measure-valued jump processes
• Large deviation of long time average for a stochastic process: an alternative method
• Coupling, spectral gap and related topics. III
• On evaluating the Donsker-Varadhan I-function

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