Some familiar examples for which the large deviation principle does not hold
作者:
J. R. Baxter,
N. C. Jain,
S. R. S. Varadhan,
期刊:
Communications on Pure and Applied Mathematics
(WILEY Available online 1991)
卷期:
Volume 44,
issue 8‐9
页码: 911-923
ISSN:0010-3640
年代: 1991
DOI:10.1002/cpa.3160440806
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractFor a class of Markov processes (in continuous or discrete time) we show that if the full large deviation holds for normalized occupation time measuresLt(w, ˙) with some rate functionJ, then the lower semicontinuous regularization ofJmust agree with the rate functionIintroduced by M. D. Donsker and S. R. S. Varadhan. As a consequence we show that for processes such as Brownian motion the full large deviation principle forLt(w, ˙) cannot hold withanyrate functio
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