Uniformly integrable operators and large deviations for Markov processes
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large deviationsFeynman-Kac formulacompact operatorsspectral gaphypercontractivityGirsanov formulauniformly integrable operatorsPerron-Frobenius theorems
Large deviations (60F10) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Applications of operator theory in probability theory and statistics (47N30)
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Cited in
(61)- Stable limits for Markov chains via the principle of conditioning
- Transportation inequalities for stochastic differential equations of pure jumps
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
- ON THE COMPACTNESS OF MANIFOLDS
- Large deviations in operator form
- Uniform Exponential Ergodicity of Stochastic Dissipative Systems
- Upper bound estimates of the Cramér functionals for Markov processes
- Lyapunov exponents of hybrid stochastic heat equations
- Poincaré inequality for weighted first order Sobolev spaces on loop spaces
- Harnack and functional inequalities for generalized Mehler semigroups.
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- Edgeworth expansions in operator form
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- Geometric ergodicity of the bouncy particle sampler
- Harnack inequality and applications for stochastic generalized porous media equations
- Transport-information inequalities for Markov chains
- Spectral gap of positive operators and applications
- Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
- Large deviations for renewal processes
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
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- Spectral gap for hyperbounded operators
- Large deviations and mixing for dissipative PDEs with unbounded random kicks
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- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
- Spectral gaps for hyperbounded operators
- Large deviations for Glauber dynamics of continuous gas
- Hypercontractivity and applications for stochastic Hamiltonian systems
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