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Large Deviation Principle For Functional Limit Theorems

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Large Deviation Principle For Functional Limit Theorems

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dc.contributor.author Oprisan, Adina en_US
dc.date.accessioned 2009-09-16T18:19:04Z
dc.date.available 2009-09-16T18:19:04Z
dc.date.issued 2009-09-16T18:19:04Z
dc.date.submitted January 2009 en_US
dc.identifier.other DISS-10304 en_US
dc.identifier.uri http://hdl.handle.net/10106/1734
dc.description.abstract We study a family of stochastic additive functionals of Markov processes with locally independent increments switched by jump Markov processes in an asymptotic split phase space. Based on an averaging limit theorem, we obtain a large deviation result for this stochastic evolutionary system using a weak convergence approach. Examples, including compound Poisson processes, illustrate cases in which the rate function is calculated in an explicit form.We prove also a large deviation principle for a class of empirical processes associated with additive functionals of Markov processes that were shown to have a martingale decomposition. Functional almost everywhere central limit theorems are established and the large deviation results are derived. en_US
dc.description.sponsorship Korzeniowski, Andrzej en_US
dc.language.iso EN en_US
dc.publisher Mathematics en_US
dc.title Large Deviation Principle For Functional Limit Theorems en_US
dc.type Ph.D. en_US
dc.contributor.committeeChair Korzeniowski, Andrzej en_US
dc.degree.department Mathematics en_US
dc.degree.discipline Mathematics en_US
dc.degree.grantor University of Texas at Arlington en_US
dc.degree.level doctoral en_US
dc.degree.name Ph.D. en_US
dc.identifier.externalLink http://www.uta.edu/ra/real/editprofile.php?onlyview=1&pid=75
dc.identifier.externalLinkDescription Link to Research Profiles

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