Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
type: Item
instance of: scholarly article
title: Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
zbMATH Open document ID: 0838.60023
author: Erwin Bolthausen
author: Yozo Tamura
author: Jean-Dominique Deuschel
published in: The Annals of Probability
publication date: 1996-05-27T00:00:00Z
review text: Let \(X_t\) be a Markov process with compact metric state space \(E\). The Markov process is not assumed reversible. Let \(F\) be a smooth function on the set of probability measures on \(E\); the precise definition of this concept is given in the paper. Denoting by \(L_T = {1 \over T} \int^T_0 \delta_{X_s} ds\) the empirical measures generated by \(X_t\), the authors obtain asymptotic expansions as \(T \to \infty\) for the exponential moments \(E_x \exp TF (L_T)\). The notation is too involved to be stated here; Section 5 of the paper presents examples illustrating the assumptions in a more concrete setting.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 796541
zbMATH Keywords: empirical measures
zbMATH Keywords: asymptotic expansions
reviewed by: Włodek Bryc
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988385
OpenAlex ID: W2028922650
DOI: 10.1214/AOP/1176988385
description: scientific article; zbMATH DE number 796541