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Markov process large deviations in τ-topology


Bolthausen, E (1987). Markov process large deviations in τ-topology. Stochastic Processes and their Applications, 25(1):95-108.

Abstract

The results of Donsker and Varadhan on the probability of large deviations for empirical measures (or occupation measures) of uniformly ergodic Markov processes are extended. Usually the large deviation results are formulated in the weak topology on the set of probability measures. We extend this to the topology which is generated by the integrals over bounded measurable functions.

Abstract

The results of Donsker and Varadhan on the probability of large deviations for empirical measures (or occupation measures) of uniformly ergodic Markov processes are extended. Usually the large deviation results are formulated in the weak topology on the set of probability measures. We extend this to the topology which is generated by the integrals over bounded measurable functions.

Citations

11 citations in Web of Science®
12 citations in Scopus®
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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Uncontrolled Keywords:Markov process; large deviations; empirical measures; τ-topology
Language:English
Date:1987
Deposited On:20 Oct 2009 13:57
Last Modified:05 Apr 2016 13:29
Publisher:Elsevier
ISSN:0304-4149
Publisher DOI:https://doi.org/10.1016/0304-4149(87)90192-X
Related URLs:http://www.ams.org/mathscinet-getitem?mr=904267
http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0625.60026

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