Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan [5; part 4] is general enough in ou...Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan [5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.展开更多
This is a sequel to our joint paper in which upper bound estimates for large deviations for Markov chains are studied.The purpose of this paper is to characterize the rate function of large devia- tions for jump proce...This is a sequel to our joint paper in which upper bound estimates for large deviations for Markov chains are studied.The purpose of this paper is to characterize the rate function of large devia- tions for jump processes.In particular,an explicit expression of the rate function is given in the case of the process being symmetrizable.展开更多
基金This work is supported in part by NSFC and the Foundation of Zhongshan. University, Advanced Research Centre.
文摘Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan [5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.
文摘This is a sequel to our joint paper in which upper bound estimates for large deviations for Markov chains are studied.The purpose of this paper is to characterize the rate function of large devia- tions for jump processes.In particular,an explicit expression of the rate function is given in the case of the process being symmetrizable.
