Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with L2 semigroups under minimal conditions on the state space and the process trajectories; for example, no strong Markov property is needed. The methods used here apply in both continuous and discrete time. We present the proofs for continuous time only because of the inherent technical difficulties in that situation; the proofs can be adapted for discrete time in a straightforward manner.
Publié le : 2008-09-15
Classification:
Large deviations,
occupation times,
Markov processes,
60F10,
60J99
@article{1221138761,
author = {Jain, Naresh and Krylov, Nicolai},
title = {Large deviations for occupation times of Markov processes with L<sub>2</sub> semigroups},
journal = {Ann. Probab.},
volume = {36},
number = {1},
year = {2008},
pages = { 1611-1641},
language = {en},
url = {http://dml.mathdoc.fr/item/1221138761}
}
Jain, Naresh; Krylov, Nicolai. Large deviations for occupation times of Markov processes with L2 semigroups. Ann. Probab., Tome 36 (2008) no. 1, pp. 1611-1641. http://gdmltest.u-ga.fr/item/1221138761/