A tightness property of a symmetric Markov process and the uniform large deviation principle

DOI10.1090/S0002-9939-2013-11696-5zbMath1274.60083OpenAlexW2059214444MaRDI QIDQ2855916

Masayoshi Takeda

Publication date: 23 October 2013

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-2013-11696-5

zbMATH Keywords

large deviationDirichlet formsymmetric Markov process

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Large deviations (60F10)

Related Items

Differentiability of spectral functions for nearly stable processes and large deviations ⋮ Analytic characterizations of gaugeability for generalized Feynman-Kac functionals ⋮ A variational formula for Dirichlet forms and existence of ground states ⋮ Compactness of semigroups of explosive symmetric Markov processes ⋮ Compactness of symmetric Markov semigroups and boundedness of eigenfunctions ⋮ Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property ⋮ Some conditional limiting theorems for symmetric Markov processes with tightness property

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