LAPLACE APPROXIMATIONS FOR LARGE DEVIATIONS OF NONREVERSIBLE MARKOV-PROCESSES - THE NONDEGENERATE CASE

Citation
E. Bolthausen et al., LAPLACE APPROXIMATIONS FOR LARGE DEVIATIONS OF NONREVERSIBLE MARKOV-PROCESSES - THE NONDEGENERATE CASE, Annals of probability, 23(1), 1995, pp. 236-267
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
23
Issue
1
Year of publication
1995
Pages
236 - 267
Database
ISI
SICI code
0091-1798(1995)23:1<236:LAFLDO>2.0.ZU;2-B
Abstract
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 uniforml y ergodic Markov process and F is a smooth functional. Such expression s are evaluated up to a factor which converges to 1. In contrast to ea rlier work on the subject, it is not assumed that the process is rever sible.