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 | |
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 | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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