Large deviation lower bounds for additive functionals of Markov processes
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Publication:749998
DOI10.1214/AOP/1176990736zbMATH Open0713.60037OpenAlexW2049782796MaRDI QIDQ749998FDOQ749998
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
Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)
Cited In (18)
- Moderate deviations for empirical measures of Markov chains: Lower bounds
- \(I\)-projection and conditional limit theorems for discrete parameter Markov processes
- Large deviations: From empirical mean and measure to partial sums process
- Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
- Extended Laplace principle for empirical measures of a Markov chain
- 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
- 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
- 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
- Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
- Occupation measures for Markov chains
- Large deviation lower bounds for arbitrary additive functionals of a Markov chain
- Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)
- Large deviations and mixing for dissipative PDEs with unbounded random kicks
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