Abstract
We are investigating Markov process expectations for large time of the form $\exp(TF(L_T))$, where $L_T$ is the empirical measure of a uniformly ergodic Markov process and $F$ is a smooth functional. Such expressions are evaluated to a factor which converges to 1. In contrast to earlier work on the subject, it is not assumed that the process is reversible.
Citation
Erwin Bolthausen. Jean-Dominique Deuschel. Yozo Tamura. "Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case." Ann. Probab. 23 (1) 236 - 267, January, 1995. https://doi.org/10.1214/aop/1176988385
Information