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)

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Cites work

• Asymptotic properties for continuous and jump type's Feynman-Kac functionals
• Bivariate Revuz measures and the Feynman-Kac formula
• Dirichlet forms and symmetric Markov processes
• Exponential decay of lifetimes and a theorem of Kac on total occupation times
• scientific article; zbMATH DE number 3776305 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 3509538 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Large deviations for a general class of random vectors
• On a large deviation for symmetric markov processes with finite life time
• On the quasi-regularity of semi-Dirichlet forms
• Symmetric Markov processes

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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