Large deviation principles for Markov processes via Phi-Sobolev inequalities
Liming Wu, Wuhan University and Université Blaise Pascal
Nian Yao, Wuhan University
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.
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