Large deviations for occupation times of markov processes with L 2 semigroups

  • Naresh Jain
  • , Nicolai V Krylov

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with L2 semigroups under minimal conditions on the state space and the process trajectories; for example, no strong Markov property is needed. The methods used here apply in both continuous and discrete time. We present the proofs for continuous time only because of the inherent technical difficulties in that situation; the proofs can be adapted for discrete time in a straightforward manner.

Original languageEnglish (US)
Pages (from-to)1611-1641
Number of pages31
JournalAnnals of Probability
Volume36
Issue number5
DOIs
StatePublished - Sep 2008

Keywords

  • Large deviations
  • Markov processes
  • Occupation times

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