Large deviations for occupation times of Markov processes with L2 semigroups

• 成果类型: Article
• 署名作者: Jain, Naresh; Krylov, Nicolai
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/07-AOP371
• 发表日期: 2008
• 页码: 1611-1641
• 关键词: asymptotic evaluation; process expectations

摘要

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with L-2 semigroups under minimal conditions on the state space and the process trajectories for example, no strong Markov property is needed. The methods used here apply in both continuous and discrete time. We present the proofs for Continuous time only because of the inherent technical difficulties in that situation: the proofs can be adapted for discrete time in a straightforward manner.