On Evaluating the Rate Function of Large Deviations for Jump Processes

Citation
Mufa, Chen et Yungang, Lu, On Evaluating the Rate Function of Large Deviations for Jump Processes, Acta Mathematica Sinica, New Series Chinese Journal of Mathematics, 6(3), 1990, pp. 206-219
ISSN journal
10009574
Volume
6
Issue
3
Year of publication
1990
Pages
206 - 219
Database
ACNP
SICI code
Abstract
This is a sequel to our joint paper in which upper bound estimates for large deviations for Markov chains are studied. The purpose of this paper is to characterize the rate function of large devia tions for jump processes. In particular, an explicit expression of the rate function is given in the case of the process being symmetrizable.