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  • 标题:Large deviation principles for Markov processes via Phi-Sobolev inequalities
  • 本地全文:下载
  • 作者:Wu, Liming ; Yao, Nian
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2008
  • 卷号:13
  • 期号:0
  • 页码:10-23
  • DOI:10.1214/ECP.v13-1342
  • 出版社:Electronic Communications in Probability
  • 摘要:Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $\frac){T}{\int_(^{T}{F(X_{s})}ds}$ for large time $T$, where $F$ is unbounded with values in some separable Banach space. Several examples are provided.
  • 关键词:large deviations; functional inequalities; Orlicz space;60F15
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