Some variational formulas on additive functionals of symmetric Markov chains

DOI10.1090/S0002-9939-01-06308-0MaRDI QIDQ2782644zbMATH OpenOpenAlexFDO

Authors Daehong Kim, Masayoshi Takeda, Jiangang Ying

Publication date 8 April 2002

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-01-06308-0

zbMATH Keywords

additive functionalDirichlet formlarge deviationsymmetric Markov chain

Mathematics Subject Classification ID

Dirichlet forms (31C25) Large deviations (60F10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Review text

Donsker-Varadhan's type deviation of symmetric Markov processes with finite lifetime has been extended by \textit{M. Takeda} [Stochastics Stochastics Rep. 59, No. 1/2, 143-167 (1996; Zbl 0868.60018)] and he established the full large deviation principle. As a corollary, the variational formula on the lifetime was obtained represented by Dirichlet form generated by the Markov process. The authors treat the same problem for symmetric continuous time Markov chains. They obtain some formulas on total occupation times and limit theorems of additive functionals by using large deviation theory. The results are formulated as an application of the above-mentioned variational formula, with calculations of its exponential decay rates represented by Dirichlet forms.

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Cites work

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Cited in

(9)

• Large deviations for continuous additive functionals of symmetric Markov processes
• Variational formula of capacity for asymmetric Markov chains
• Upper escape rate of Markov chains on weighted graphs
• Analytic characterizations of gaugeability for generalized Feynman-Kac functionals
• scientific article; zbMATH DE number 5994938 (Why is no real title available?)
• Large deviation principles for generalized Feynman-Kac functionals and its applications
• Large deviation for additive functionals of symmetric Markov processes
• Representations for the decay parameter of Markov chains
• A transformation of a symmetric Markov process and the Donsker-Varadhan theory

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