Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)

O. V.Gulinskii; Robert S.Lipster; S. V.Lototskii

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Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)

机译：离散时间的马尔可夫过程的无穷加性泛函的大偏差（非紧凑情况）

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We combine the Donsker and Varadhan large deviation principle (l.d.p) for the occupation measure of a Markov process with certain results of Deuschel and Stroock, to obtain the l.d.p. for unbounded functionals. Our approach relies on the concept of exponential tightness and on the Puhalskii theorem. Three illustrative examples are considered.

机译：我们将Donsker和Varadhan大偏差原理（l.d.p）用于马尔可夫过程的占领度量，并结合Deuschel和Stroock的某些结果，得出l.d.p。无限的功能。我们的方法依赖于指数紧性的概念和Puhalskii定理。考虑了三个说明性示例。

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《International journal of stochastic analysis》 |1994年第3期|共14页
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O. V.Gulinskii; Robert S.Lipster; S. V.Lototskii;
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7. Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case) [O] . O. V. Gulinskii, Robert S. Lipster, S. V. Lototskii 1994

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Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)

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