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

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.

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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.

Item Type:	Journal Article, refereed, original work
Communities & Collections:	07 Faculty of Science > Institute of Mathematics
DDC:	510 Mathematics
Uncontrolled Keywords:	Large deviations; Markov processes; Laplace approximations
Language:	English
Date:	1995
Deposited On:	25 May 2010 15:54
Last Modified:	23 Nov 2012 15:06
Publisher:	Institute of Mathematical Statistics
ISSN:	0091-1798
Publisher DOI:	10.1214/aop/1176988385
Related URLs:	http://www.zentralblatt-math.org/zmath/en/search/?q=an:0838.60023 http://www.ams.org/mathscinet-getitem?mr=1330769
WoS Citation Count:	12

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