LARGE DEVIATIONS THEOREMS FOR EMPIRICAL MEASURES IN FREIDLIN-WENTZELL EXIT PROBLEMS

• 成果类型: Article
• 署名作者: MIKAMI, T
• 署名单位: Brown University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990536
• 发表日期: 1991
• 页码: 58-82
• 关键词: small random perturbations; DYNAMICAL-SYSTEMS; time

摘要

We consider the jump-type Markov processes which are small random perturbations of dynamical systems and their empirical processes. We prove large deviations theorems for empirical measures which are marginal measures of empirical processes at the exit time of Markov processes from a bounded domain in a d-dimensional Euclidean space R(d).