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Quasipotential and logarithmic asymptotics of the Green's measures

Probability 2007-05-23 v2

Abstract

It is proved that the weak large deviation principle of the scaled processes Z\eps(t)=\epsZ(t/\eps)Z^\eps(t) = \eps Z(t/\eps) implies the weak large deviation principle for the scaled Green's measures of the Markov process Z(t)Z(t).

Keywords

Cite

@article{arxiv.math/0610040,
  title  = {Quasipotential and logarithmic asymptotics of the Green's measures},
  author = {Irina Ignatiouk-Robert},
  journal= {arXiv preprint arXiv:math/0610040},
  year   = {2007}
}

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13 pages