Some Notes on Large Deviations of Markov Processes

作     者：Liming Wu Laboratoire de Mathématiques Appliquées,CNRS-UMR 6620 UniversitéBlaise Pascal,63177,A UBIERE,France and Department of Mathematics,Wuhan University Wuhan,430072 P.R China 

作者机构：Laboratoire de Mathématiques Appliquées CNRS-UMR 6620 Université Blaise Pascal AUBIERRE France 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2000年第16卷第3期

页      面：369-394页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：This work is partially supported by the NSF of China and the Foundation of Y.D.Fok 

主　　题：Large deviations hyper-exponential recurrence T-topology uniformly integrable operators 

摘      要：In this paper we shall characterize the large deviation principles(abbreviated to LDP) of Donsker-Varadhan of a Markov process both for the weak convergence topology and for theτ- topology,by means of a hyper-exponential recurrence property.A Lyapunov criterion for this type of recurrence property is *** results are applied to countable Markov chains,unidimensional diffusions,elliptic or hypoelliptic diffusions on Riemannian *** counter-examples are equally presented.