IJPAM: Volume 53, No. 3 (2009)

LARGE DEVIATIONS FOR ADDITIVE
FUNCTIONALS OF MARKOV PROCESSES

Andrzej Korzeniowski$^1$, Adina Oprisan$^2$
$^{1,2}$Department of Mathematics
University of Texas at Arlington
P.O. Box 19408, Arlington, TX 76019, USA
$^1$e-mail: korzeniowski@uta.edu
$^2$e-mail: aoprisan@uta.edu


Abstract.We prove a large deviation principle for a class of empirical processes in $\mathcal{C}[0,\infty)$ associated with additive functionals of Markov processes that were shown to have a martingale decomposition representation.

Received: May 15, 2009

AMS Subject Classification: 60B10, 60F10, 60F17, 60F25, 60G50, 60G57

Key Words and Phrases: empirical processes, large deviation principle, almost everywhere central limit theorem

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 53
Issue: 3