Quick Search:
Browse by:

Zurich Open Repository and Archive

## Maintenance: Tuesday, 5.7.2016, 07:00-08:00

Maintenance work on ZORA and JDB on Tuesday, 5th July, 07h00-08h00. During this time there will be a brief unavailability for about 1 hour. Please be patient.

Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-22575

# 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.

 Preview
PDF
2MB
View at publisher

## 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.