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Large deviation principles for Markov processes via Phi-Sobolev inequalities

   
@article{ECP1342,
	author = {Liming Wu and Nian Yao},
	title = {Large deviation principles for Markov processes via Phi-Sobolev inequalities},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {large deviations; functional inequalities;  Orlicz space},
	abstract = {Via Phi-Sobolev inequalities, we give some sharp  integrability conditions on $F$ for the large deviation principle  of the empirical mean $\frac{1}{T}{\int_{0}^{T}{F(X_{s})}ds}$ for  large time $T$, where $F$ is unbounded with values in some  separable Banach space. Several examples are provided.},
	pages = {no. 2, 10-23},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1342},    
        url = {http://ecp.ejpecp.org/article/view/1342}}