SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

数学物理学报(英文版) ›› 1995, Vol. 15 ›› Issue (4): 394-405.

SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

高付清

Department of Mathmatics, Hubei Uaiversity, Wuhan 430062, China

收稿日期:1993-10-14 修回日期:1994-07-05 出版日期:1995-12-25 发布日期:1995-12-25
基金资助:
Supported by the National Natural Science Foundation of China.

SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

Gao Fuqing

Department of Mathmatics, Hubei Uaiversity, Wuhan 430062, China

Received:1993-10-14 Revised:1994-07-05 Online:1995-12-25 Published:1995-12-25
Supported by:
Supported by the National Natural Science Foundation of China.

摘要/Abstract

摘要： This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures {μ₂,ε> 0} on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.

关键词: Large deviations, Cramer methods, Markov processes, moderate deviations

Abstract: This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures {μ₂,ε> 0} on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.

Key words: Large deviations, Cramer methods, Markov processes, moderate deviations

高付清. SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES[J]. 数学物理学报(英文版), 1995, 15(4): 394-405.

Gao Fuqing. SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES[J]. Acta mathematica scientia,Series B, 1995, 15(4): 394-405.

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SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

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