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 to a factor which converges to 1. In contrast to earlier work on the subject, it is not assumed that the process is reversible.
Publié le : 1995-01-14
Classification:
Large deviations,
Markov processes,
Laplace approximations,
60F10,
60J25
@article{1176988385,
author = {Bolthausen, Erwin and Deuschel, Jean-Dominique and Tamura, Yozo},
title = {Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case},
journal = {Ann. Probab.},
volume = {23},
number = {3},
year = {1995},
pages = { 236-267},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988385}
}
Bolthausen, Erwin; Deuschel, Jean-Dominique; Tamura, Yozo. Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case. Ann. Probab., Tome 23 (1995) no. 3, pp. 236-267. http://gdmltest.u-ga.fr/item/1176988385/