On large deviations for additive functionals of Markov processes. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 758-774
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Using the theory of positive operators we find the logarithmic asymptotics of large deviations for homogeneous Markov processes as time tends to infinity.
Keywords:
large deviations, Markov processes, superstability, positive operators.
@article{TVP_1993_38_4_a2,
author = {A. Yu. Veretennikov},
title = {On large deviations for additive functionals of {Markov} {processes.~I}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {758--774},
year = {1993},
volume = {38},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a2/}
}
A. Yu. Veretennikov. On large deviations for additive functionals of Markov processes. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 758-774. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a2/