Open Access
Translator Disclaimer
2008 Large deviation principles for Markov processes via Phi-Sobolev inequalities
Liming Wu, Nian Yao
Author Affiliations +
Electron. Commun. Probab. 13: 10-23 (2008). DOI: 10.1214/ECP.v13-1342

Abstract

Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $\frac{1}{T}{\int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where $F$ is unbounded with values in some separable Banach space. Several examples are provided.

Citation

Download Citation

Liming Wu. Nian Yao. "Large deviation principles for Markov processes via Phi-Sobolev inequalities." Electron. Commun. Probab. 13 10 - 23, 2008. https://doi.org/10.1214/ECP.v13-1342

Information

Accepted: 2 January 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60062
MathSciNet: MR2372833
Digital Object Identifier: 10.1214/ECP.v13-1342

Subjects:
Primary: 60F15

JOURNAL ARTICLE
14 PAGES


SHARE
Back to Top