LAPLACE APPROXIMATIONS FOR LARGE DEVIATIONS OF NONREVERSIBLE MARKOV-PROCESSES - THE NONDEGENERATE CASE

• 成果类型: Article
• 署名作者: BOLTHAUSEN, E; DEUSCHEL, JD; TAMURA, Y
• 署名单位: Technical University of Berlin; Keio University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988385
• 发表日期: 1995
• 页码: 236-267
• 关键词: independent random vectors; sums

摘要

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 up to a factor which converges to 1. In contrast to earlier work on the subject, it is not assumed that the process is reversible.