Some notes on large deviations of Markov processes

Authors
Citation
Lm. Wu, Some notes on large deviations of Markov processes, ACTA MATH S, 16(3), 2000, pp. 369-394
Citations number
29
Categorie Soggetti
Mathematics
Journal title
ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN journal
10009574 → ACNP
Volume
16
Issue
3
Year of publication
2000
Pages
369 - 394
Database
ISI
SICI code
1000-9574(200007)16:3<369:SNOLDO>2.0.ZU;2-6
Abstract
In this paper pie shall characterize the large deviation principles (abbrev iated to LDP) of Donsker-Varadhan of a Markov process both for the weak con vergence topology and for the tau-topology, by means of a hyper-exponential recurrence property. A Lyapunov criterion for this type of recurrence prop erty is presented. These results are applied to countable Markov chains, un idimensional diffusions, elliptic or hypoelliptic diffusions on Riemannian manifolds. Several counter-examples are equally presented.