Large deviation principle for additive functionals of semi-Markov processes

DOI10.1080/07362994.2021.2007777OpenAlexW4200442979MaRDI QIDQ5880396FDOQ5880396

Authors: Adina Oprisan 

Publication date: 9 March 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.2007777

Recommendations

• Large deviations for additive functionals of Markov processes
• scientific article; zbMATH DE number 3894172
• Large deviations for additive functionals of Markov chains
• Large deviation for additive functionals of symmetric Markov processes
• On Large Deviations for Additive Functionals of Markov Processes I
• Large deviations for continuous additive functionals of symmetric Markov processes
• Large deviation lower bounds for additive functionals of Markov processes
• The principle of large deviations for martingale additive functionals of recurrent Markov processes

zbMATH Keywords

large deviationsrenewal processessemi-Markov processesmartingale decompositionalmost sure functional central limit theorem

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Random measures (60G57)

Cites Work

• 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
• Asymptotic evaluation of certain markov process expectations for large time. IV
• The theory of stochastic processes. II: Translated from the Russian by S. Kotz
• Title not available (Why is that?)
• On Functional Central Limit Theorems for Semi-Markov and Related Processes
• 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
• Large deviations for additive functionals of Markov processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
• Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
• Estimation of the stationary distribution of semi-Markov processes with Borel state space
• Large deviations via almost sure CLT for functionals of Markov processes
• The principle of large deviations for martingale additive functionals of recurrent Markov processes

Cited In (12)

• On the large deviations of a class of modulated additive processes
• Large deviation principles for Markov processes via phi-Sobolev inequalities
• Large deviation principles for Euclidean functionals and other nearly additive processes
• Markov additive processes. I: Eigenvalue properties and limit theorems
• On Large Deviations for Additive Functionals of Markov Processes I
• Large deviation principle for integral functionals of a Markov process
• Title not available (Why is that?)
• Large deviations for additive functionals of Markov processes
• The principle of large deviations for martingale additive functionals of recurrent Markov processes
• REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS
• Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
• Large deviations via almost sure CLT for functionals of Markov processes

This page was built for publication: Large deviation principle for additive functionals of semi-Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880396)