# Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case

Bolthausen, E; Deuschel, J-D; Tamura, Y (1995). Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case. The Annals of Probability, 23(1):236-267.

## Abstract

We are investigating Markov process expectations for large time of the form $\exp(TF(L_T))$, where $L_T$ is the empirical measure of a uniformly ergodic Markov process and $F$ is a smooth functional. Such expressions are evaluated to a factor which converges to 1. In contrast to earlier work on the subject, it is not assumed that the process is reversible.

We are investigating Markov process expectations for large time of the form $\exp(TF(L_T))$, where $L_T$ is the empirical measure of a uniformly ergodic Markov process and $F$ is a smooth functional. Such expressions are evaluated to a factor which converges to 1. In contrast to earlier work on the subject, it is not assumed that the process is reversible.

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Item Type: Journal Article, refereed, original work 07 Faculty of Science > Institute of Mathematics 510 Mathematics Large deviations; Markov processes; Laplace approximations English 1995 25 May 2010 13:54 05 Apr 2016 13:27 Institute of Mathematical Statistics 0091-1798 10.1214/aop/1176988385 http://www.zentralblatt-math.org/zmath/en/search/?q=an:0838.60023http://www.ams.org/mathscinet-getitem?mr=1330769
Permanent URL: http://doi.org/10.5167/uzh-22575

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