Some limit theorems of Donsker-Varadhan type for Markov process expectations

DOI10.1007/BF00534833zbMath0469.60029OpenAlexW2098948746MaRDI QIDQ3923324

Hiroyuki Ôkura

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534833

zbMATH Keywords

Wiener sausagesymmetric Levy processlarge deviations of Markov processes

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (5)

Lifschitz singularity for subordinate Brownian motions in presence of the Poissonian potential on the Sierpiński gasket ⋮ An asymptotic property of a certain Brownian motion expectation for large time ⋮ Integrated density of states for Poisson-Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket ⋮ The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials ⋮ Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the spectral distributions of certain integro-differential operators with random potential
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotics for the wiener sausage
• Asymptotic evaluation of certain markov process expectations for large time, II
• On the principal eigenvalue of second-order elliptic differential operators
• Asymptotic probabilities and differential equations

This page was built for publication: Some limit theorems of Donsker-Varadhan type for Markov process expectations