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.
We are investigating Markov process expectations for large time of the form , where is the empirical measure of a uniformly ergodic Markov process and 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.
|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Uncontrolled Keywords:||Large deviations; Markov processes; Laplace approximations|
|Deposited On:||25 May 2010 13:54|
|Last Modified:||27 Nov 2013 18:22|
|Publisher:||Institute of Mathematical Statistics|
|Citations:||Web of Science®. Times Cited: 16|
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