Nagoya Mathematical Journal

Large deviations for radial random walks on homogeneous trees

Kanji Ichihara

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Abstract

Donsker-Varadhan's type large deviation will be discussed for the pinned motion of a radial random walk on a homogeneous tree. We shall prove that the rate function corresponding to the large deviation is associated with a new Markov chain constructed from the above random walk through a harmonic transform based on a positive principal eigenfunction for the generator of the random walk.

Article information

Source
Nagoya Math. J., Volume 187 (2007), 75-90.

Dates
First available in Project Euclid: 4 September 2007

Permanent link to this document
https://projecteuclid.org/euclid.nmj/1188913895

Mathematical Reviews number (MathSciNet)
MR2354556

Zentralblatt MATH identifier
1131.60018

Subjects
Primary: 60F10: Large deviations 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Citation

Ichihara, Kanji. Large deviations for radial random walks on homogeneous trees. Nagoya Math. J. 187 (2007), 75--90. https://projecteuclid.org/euclid.nmj/1188913895


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References

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