On large deviation theorems for Markov processes on a compact domain

IR

Description

type:Article

Large deviation theorems of the Donsker-Varadhan type are studied. Those theorems for a family of stochastic processes converging to a Markov process have already been obtained by the present author. In this paper, these theorems are modified so that they cover the case where each process is killed on exiting a compact domain. The general theory of large deviations of such a type is mentioned at two levels; the state-space level and the path-space level, and applied to the study of the principal eigenvalue of the generator of a Markov process. It is shown that the principal eigenvalue converges as the probability law of the corresponding Markov process converges. As a typical example, the converging family of Markov processes in the homogenization problem is investigated.

identifier:京都工芸繊維大学　工芸学部研究報告　第４８巻　理工・欧文(1999) pp.11-22

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Details 詳細情報について

  • CRID
    1050564287535947008
  • NII Article ID
    120001129773
  • Web Site
    http://hdl.handle.net/10212/1875
  • Text Lang
    en
  • Article Type
    journal article
  • Data Source
    • IRDB
    • CiNii Articles

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