A study of large deviations for empirical measures and vector-valued additive functionals of general state space Markov chains.
This book studies the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space.
Let o P 0 and h e C, (E), and assume that the comparison principle holds for subsolutions of (7.78) (I – ot" Hi) f = h, and supersolutions of (7.79) (I – O.T. Hi) f = h. ... LIMgno Vc = gove for each c e R implies (7.73), and LIMga.
For a Markov chain {Xj} with general state space S and f:S→Rd, the large deviation principle for {n−1 ∑j=1nf(Xj)} is proved under a condition on the chain which is weaker than uniform recurrence but stronger than geometric recurrence ...
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence.
S. R. S. VARADHAN The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the ...
A completely different approach was proposed by Ney and Nummelin [NN87a, NN87b], who evaluate the LDP for additive functionals of Markov chains, and hence need to consider mainly real valued random variables, even for Markov chains ...
The first four chapters of this volume are based on lectures given by Stroock at MIT in 1987.
MR1707339 Olle Häggström, Random-cluster representations in the study of phase transitions, Markov Process. ... MR517873 Naresh C. Jain, Large deviation lower bounds for additive functionals of Markov processes, Ann. Probab.
We next discuss when Jensen's Inequality can be used to simplify the convergence analysis in the proof of the Laplace principle. In order to understand when this is possible, recall that the representation formulas give exact ...
... 2013 Robert J. Buckingham and Peter D. Miller, The Sine-Gordon Equation in the Semiclassical Limit: Dynamics of Fluxon Condensates, 2013 Matthias Aschenbrenner and Stefan Friedl, 3-Manifold Groups Are Virtually Residually p, ...