Large Deviation Principle For Functional Limit Theorems

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Title: Large Deviation Principle For Functional Limit Theorems
Author: Oprisan, Adina
Abstract: We study a family of stochastic additive functionals of Markov processes with locally independent increments switched by jump Markov processes in an asymptotic split phase space . Based on an averaging limit theorem , we obtain a large deviation result for this stochastic evolutionary system using a weak convergence approach . Examples , including compound Poisson processes , illustrate cases in which the rate function is calculated in an explicit form .We prove also a large deviation principle for a class of empirical processes associated with additive functionals of Markov processes that were shown to have a martingale decomposition . Functional almost everywhere central limit theorems are established and the large deviation results are derived .
URI: http : / /hdl .handle .net /10106 /1734
Date: 2009-09-16

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Large Deviation Principle For Functional Limit Theorems. Available electronically from http : / /hdl .handle .net /10106 /1734 .

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