A deviation inequality for non-reversible Markov processes

 Access to full text

 Full (PDF)

1. [1] Ben Arous G., Deuschel J.D., The rate function of hypoelliptic diffusions, Comm. Pure Appl. Math.XLVII (6) (1994) 843-860. Zbl0811.58065MR1280991
2. [2] Bryc W., Smolenski W., On the convergence of averages of mixing sequences, J. Theoret. Probab.6 (3) (1993) 473-484. Zbl0776.60035MR1230342
3. [3] Capitaine M., Hsu E.P., Ledoux M., Martingale representation and a simple proof of logarithmic Sobolev inequality on path spaces, Elect. Comm. Probab.2 (7) (1997). Zbl0890.60045MR1484557
4. [4] Deuschel J.D., Stroock D.W., Large deviations, Pure andAppl. Math.137 (1989). Zbl0705.60029
5. [5] Kato T., Perturbation Theory for Linear Operators, 2nd ed., Springer, Berlin, 1984; (2nd corrected printing). Zbl0531.47014MR1335452
6. [6] Ledoux M., Concentration of measure and logarithmic Sobolev inequalities, in: Séminaire de Probab. XXXIII, Lecture Notes in Math., Vol. 1709, Springer, 1999, pp. 120-216. Zbl0957.60016MR1767995
7. [7] Wu L.M., Feynman-Kac semigroups, ground state diffusions and large deviations, J. Funct. Anal.123 (1) (1994) 202-231. Zbl0798.60067MR1279300
8. [8] Wu L.M., An introduction to large deviations, in: Yan J.A., Peng S., Fang S., Wu L. (Eds.), Several Topics in Stochastic Analysis, Academic Press of China, Beijing, 1997, pp. 225-336; (in chinese). 
9. [9] Yosida K., Functional Analysis, 3rd edn., Springer, 1971. Zbl0217.16001

1. D. Erhard, F. den Hollander, G. Maillard, The parabolic Anderson model in a dynamic random environment: Basic properties of the quenched Lyapunov exponent
2. Eva Löcherbach, Dasha Loukianova, Polynomial deviation bounds for recurrent Harris processes having general state space
3. Patrick Cattiaux, Arnaud Guillin, Deviation bounds for additive functionals of Markov processes
4. Patrick Cattiaux, Arnaud Guillin, deviation bounds for additive functionals of markov processes
5. Eva Löcherbach, Dasha Loukianova, Oleg Loukianov, Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times