On evaluating the rate function of large deviations for jump processes

DOI10.1007/BF02108200zbMath0721.60031OpenAlexW161843920MaRDI QIDQ5753285

Yun Gang Lu, Chen Mu-Fa

Publication date: 1990

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02108200

zbMATH Keywords

large deviationsrate functionMarkov jump processes

Mathematics Subject Classification ID

Related Items (2)

Coupling, spectral gap and related topics. III ⋮ On the large deviation rate function for the empirical measures of reversible jump Markov processes

Cites Work

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• On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
• On evaluating the Donsker-Varadhan I-function
• Asymptotic evaluation of certain markov process expectations for large time, I
• On the principal eigenvalue of second-order elliptic differential operators
• Coupling for jump processes
• An introduction to the theory of large deviations

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