Some Notes on Large Deviations of Markov Processes

Authors
Citation
Wu, Liming, Some Notes on Large Deviations of Markov Processes, Acta mathematica Sinica. English series (Print) , 16(3), 2000, pp. 369-394
ISSN journal
14398516
Volume
16
Issue
3
Year of publication
2000
Pages
369 - 394
Database
ACNP
SICI code
Abstract
In this paper we shall characterize the large deviation principles (abbreviated to LDP) of Donsker-Varadhan of a Markov process both for the weak convergence topology and for the .-topology, by means of a hyper-exponential recurrence property. A Lyapunov criterion for this type of recurrence property is presented. These results are applied to countable Markov chains, unidimensional diffusions, elliptic or hypoelliptic diffusions on Rienmannian manifolds. Several counter-examples are equally presented.