Large deviation lower bounds for additive functionals of Markov processes
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DOI10.1214/AOP/1176990736zbMATH Open0713.60037OpenAlexW2049782796MaRDI QIDQ749998FDOQ749998
Authors: Naresh C. Jain 
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990736
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Cited In (29)
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- \(I\)-projection and conditional limit theorems for discrete parameter Markov processes
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- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Large deviation asymptotics and control variates for simulating large functions
- Large deviations and related problems for absorbing Markov chains
- Estimates of deviations of transition probabilities of inhomogeneous Markov processes
- Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
- On Large Deviations for Additive Functionals of Markov Processes I
- Large deviation principle for additive functionals of semi-Markov processes
- Exponential convergence in probability for empirical means of Lévy processes
- A remark on the large deviations of an ergodic markov process
- Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
- Large deviations for small noise diffusions over long time
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- Large deviation lower bounds for arbitrary additive functionals of a Markov chain
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- Markov process large deviations in \(\tau\)-topology
- Large deviations and mixing for dissipative PDEs with unbounded random kicks
- On Large Deviations of the Sojourn Time for an Ergodic Process
- On evaluating the Donsker-Varadhan I-function
- On the lower bound of large deviation of random walks
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