LARGE DEVIATION PRINCIPLE FOR INTEGRAL FUNCTIONALS OF A MARKOV PROCESS

被引：0

作者：

Logachov, Artem Vasil'evich ^{[1
]}

Prokopenko, Evgeny Igorevich ^{[2
]}

机构：

[1] Novosibirsk State Univ, 2 Pirogova Str, Novosibirsk 630090, Russia

[2] Sobolev Inst Math, Novosibirsk 630090, Russia

来源：

SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA | 2015年 / 12卷

关键词：

Large deviations; Markov process; telegraph signal process;

D O I：

10.17377/semi.2015.12.051

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper it was obtained the large deviation principle for the sequence of random processes Y-n(t) = 1/n integral(nt)(0) h(X(u))du, where X (u) is a homogeneous Markov process, h(x) is a continuous function, t is an element of [0, 1]. In particular, it was proved the large deviation principle for the integral of the telegraph signal process.

引用

页码：639 / 650

页数：12

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