On the Lower Bound of Large Deviation of Random Walks
Chiang, Tzuu-Shuh
Ann. Probab., Tome 13 (1985) no. 4, p. 90-96 / Harvested from Project Euclid
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In this note, we prove for a large class of random walks on $R^n$ that $\lim \inf_{n\rightarrow\infty}(1/n)\log P_x(L_n(\omega, \cdot) \in N) \geq - I(\mu)$ where $L_n(\omega, \cdot)$ is the occupation measure, $N$ is a weak neighborhood of $\mu$ and $I(\mu)$ is the usual Donsker-Varadhan functional. This generalizes a previous theorem of the author where the state space is assumed to be compact.
Publié le : 1985-02-14
Classification:  Random walks,  60F10,  60J05 
@article{1176993068,
     author = {Chiang, Tzuu-Shuh},
     title = {On the Lower Bound of Large Deviation of Random Walks},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 90-96},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993068}
}

Chiang, Tzuu-Shuh. On the Lower Bound of Large Deviation of Random Walks. Ann. Probab., Tome 13 (1985) no. 4, pp.  90-96. http://gdmltest.u-ga.fr/item/1176993068/