Acta mathematica scientia,Series B ›› 1995, Vol. 15 ›› Issue (4): 394-405.

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SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

Gao Fuqing   

  1. 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.

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

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