Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in .
Budhiraja, Amarjit, Dupuis, Paul (2003)
Electronic Journal of Probability [electronic only]
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Budhiraja, Amarjit, Dupuis, Paul (2003)
Electronic Journal of Probability [electronic only]
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Faure, Mathieu (2002)
Electronic Journal of Probability [electronic only]
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Electronic Communications in Probability [electronic only]
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Pascal Lezaud (2001)
ESAIM: Probability and Statistics
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In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
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Häggström, Olle, Rosenthal, Jeffrey S. (2007)
Electronic Communications in Probability [electronic only]
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Fernández, Roberto, Maillard, Grégory (2004)
Electronic Journal of Probability [electronic only]
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Woodard, Dawn B., Schmidler, Scott C., Huber, Mark (2009)
Electronic Journal of Probability [electronic only]
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Montenegro, Ravi (2007)
Electronic Communications in Probability [electronic only]
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