THE RATE-FUNCTION FOR SOME MEASURE-VALUED JUMP-PROCESSES

• 成果类型: Article
• 署名作者: DJEHICHE, B; KAJ, I
• 署名单位: Uppsala University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988190
• 发表日期: 1995
• 页码: 1414-1438
• 关键词: CENTRAL-LIMIT-THEOREM; large numbers; SYSTEM; LAW

摘要

A principle of large deviations from the McKean-Vlasov Limit is derived for a class of measure-valued jump processes. It is shown that the associated rate function admits several representations, including the one obtained by entropy methods and the one derived by a pathwise approach.