A Lower Bound of the Asymptotic Behavior of Some Markov Processes
Chiang, Tzuu-Shuh
Ann. Probab., Tome 10 (1982) no. 4, p. 955-967 / Harvested from Project Euclid
Let $X_0, X_1 \cdots$ be a Markov process with transition function $p(x, dy)$. Let $L_n(\omega, \cdot)$ be its average occupation time measure, i.e., $L_n(\omega, A)= 1/n \cdot \sum^{n-1}_{i=0} \chi A(x_i(\omega))$. A powerful theorem concerning the lower bound of the asymptotic behavior of $L_n(\omega, \cdot)$ was proved by Donsker and Varadhan when $p(x, dy)$ satisfies a homogeneity condition. This paper tries to extend their results to some cases where such a homogeneity condition is not satisfied. This particularly includes symmetric random walks and Harris' chains.
Publié le : 1982-11-14
Classification:  Average occupation time,  large deviations,  Markov process,  indecomposability,  symmetric random walks,  Harris' chains,  60F10,  60J05
@article{1176993717,
     author = {Chiang, Tzuu-Shuh},
     title = {A Lower Bound of the Asymptotic Behavior of Some Markov Processes},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 955-967},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993717}
}
Chiang, Tzuu-Shuh. A Lower Bound of the Asymptotic Behavior of Some Markov Processes. Ann. Probab., Tome 10 (1982) no. 4, pp.  955-967. http://gdmltest.u-ga.fr/item/1176993717/