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Large deviation principles for Markov processes via Phi-Sobolev inequalities


 
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1. Title Title of document Large deviation principles for Markov processes via Phi-Sobolev inequalities
 
2. Creator Author's name, affiliation, country Liming Wu; Wuhan University and Université Blaise Pascal
 
2. Creator Author's name, affiliation, country Nian Yao; Wuhan University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) large deviations; functional inequalities; Orlicz space
 
3. Subject Subject classification 60F15
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-01-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1342
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1342
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
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