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On the spectrum of Markov semigroups via sample path large deviations

Probability 2009-05-19 v1 Spectral Theory

Abstract

The essential spectral radius of a sub-Markovian process is defined as the infimum of the spectral radiuses of all local perturbations of the process. When the family of rescaled processes satisfies sample path large deviation principle, the spectral radius and the essential spectral radius are expressed in terms of the rate function. The paper is motivated by applications to reflected diffusions and jump Markov processes describing stochastic networks for which the sample path large deviation principle has been established and the rate function has been identified while essential spectral radius has not been calculated.

Keywords

Cite

@article{arxiv.math/0411221,
  title  = {On the spectrum of Markov semigroups via sample path large deviations},
  author = {Irina Ignatiouk-Robert},
  journal= {arXiv preprint arXiv:math/0411221},
  year   = {2009}
}

Comments

32 pages, 1 figure, to be published in "Probability Theory and Related Fields"