Large Deviation Lower Bounds for Additive Functionals of Markov Processes
Large Deviation Lower Bounds for Additive Functionals of Markov Processes
复制标题
马尔可夫过程的加性泛函的大偏差下界
DOI：
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发表时间：
1990
期刊：
影响因子：
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通讯作者：
N. Jain
中科院分区：
文献类型：
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作者：
N. Jain
设E是完备可分度量空间。我们的目的是建立状态空间为E的马氏过程（离散和连续时间）的可加泛函的大偏差下界。我们考虑两种类型的加性泛函：过程的占用时间（即，取值于可分Banach空间的有界可加泛函
Let E be a complete separable metric space. Our aim is to establish large deviation lower bounds for additive functionals of a Markov process (in both discrete and continuous time) with state space E. We consider two types of additive functionals: occupation times of the process (i.e., measure-valued) and bounded additive functionals taking values in a separable Banach space