| Título: | Large deviation principles for Markov processes via Phi-Sobolev inequalities |
| Autores: |
Wu, Liming; Wuhan University and Université Blaise Pascal Yao, Nian; Wuhan University |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
large deviations; functional inequalities; Orlicz space 60F15 |
| Descripción: | Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $\frac{1}{T}{\int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where $F$ is unbounded with values in some separable Banach space. Several examples are provided. |
| Idioma: | No aplica |
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