Bolthausen, E (1987). Markov process large deviations in τ-topology. Stochastic Processes and their Applications, 25(1):95-108.
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.
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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Physical Sciences > Modeling and Simulation Physical Sciences > Applied Mathematics |
| Uncontrolled Keywords: | Markov process, large deviations, empirical measures, τ-topology |
| Language: | English |
| Date: | 1987 |
| Deposited On: | 20 Oct 2009 13:57 |
| Last Modified: | 23 Jan 2022 14:50 |
| Publisher: | Elsevier |
| ISSN: | 0304-4149 |
| OA Status: | Closed |
| 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 |
Bolthausen, E