LARGE DEVIATIONS THEOREMS FOR EMPIRICAL MEASURES IN FREIDLIN-WENTZELL EXIT PROBLEMS

被引：4

作者：

MIKAMI, T ^{[1
]}

机构：

[1] BROWN UNIV,PROVIDENCE,RI 02912

来源：

ANNALS OF PROBABILITY | 1991年 / 19卷 / 01期

关键词：

JUMP-TYPE MARKOV PROCESS; EMPIRICAL MEASURE; LARGE DEVIATIONS; EXIT PROBLEMS;

D O I：

10.1214/aop/1176990536

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the jump-type Markov processes which are small random perturbations of dynamical systems and their empirical processes. We prove large deviations theorems for empirical measures which are marginal measures of empirical processes at the exit time of Markov processes from a bounded domain in a d-dimensional Euclidean space R(d).

引用

页码：58 / 82

页数：25

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