AbstractThe results of Donsker and Varadhan on the probability of large deviations for empirical measures (or occupation measures) of uniformly ergodic Markov processes are extended. Usually the large deviation results are formulated in the weak topology on the set of probability measures. We extend this to the topology which is generated by the integrals over bounded measurable functions
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
AbstractFor strongly ergodic discrete time Markov chains we discuss the possible limits as n→∞ of pr...
The main theorems in this paper prove uniform large deviation properties for the empirical measure a...
The results of Donsker and Varadhan on the probability of large deviations for empirical measures (o...
. We combine the Donsker and Varadhan large deviation principle (l.d.p.) for the occupation measure ...
AbstractIn this paper, we prove the large deviation principle (LDP) for the occupation measures of n...
ABSTRACT. – We prove large deviation principles (LDP) for m-fold products of empirical measures and ...
AbstractThe large deviation principle is known to hold for the empirical measures (occupation times)...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
AbstractThe large deviation principle is proved for the rescaled and normalized paths of a Lévy proc...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
AbstractFor strongly ergodic discrete time Markov chains we discuss the possible limits as n→∞ of pr...
The main theorems in this paper prove uniform large deviation properties for the empirical measure a...
The results of Donsker and Varadhan on the probability of large deviations for empirical measures (o...
. We combine the Donsker and Varadhan large deviation principle (l.d.p.) for the occupation measure ...
AbstractIn this paper, we prove the large deviation principle (LDP) for the occupation measures of n...
ABSTRACT. – We prove large deviation principles (LDP) for m-fold products of empirical measures and ...
AbstractThe large deviation principle is known to hold for the empirical measures (occupation times)...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
AbstractThe large deviation principle is proved for the rescaled and normalized paths of a Lévy proc...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
This note proves a uniform large deviation property for the empirical process of certain Markov chai...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
AbstractFor strongly ergodic discrete time Markov chains we discuss the possible limits as n→∞ of pr...
The main theorems in this paper prove uniform large deviation properties for the empirical measure a...