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 $\exp(TF(L_T))$, 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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Uncontrolled Keywords: | Large deviations, Markov processes, Laplace approximations |
| Language: | English |
| Date: | 1995 |
| Deposited On: | 25 May 2010 13:54 |
| Last Modified: | 29 Jul 2020 19:48 |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 0091-1798 |
| OA Status: | Hybrid |
| Publisher DOI: | https://doi.org/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 |
Bolthausen, E