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 Electronic Communications in Probability > Vol. 13 (2008) > Paper 2 open journal systems 


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.


Full text: PDF

Pages: 10-23

Published on: January 2, 2008
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Electronic Communications in Probability. ISSN: 1083-589X