Large Deviation Principle For Functional Limit Theorems

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Large Deviation Principle For Functional Limit Theorems

Show simple item record Oprisan, Adina en_US 2009-09-16T18:19:04Z 2009-09-16T18:19:04Z 2009-09-16T18:19:04Z January 2009 en_US
dc.identifier.other DISS-10304 en_US
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 Mathematics en_US Mathematics en_US University of Texas at Arlington en_US doctoral en_US Ph.D. en_US
dc.identifier.externalLinkDescription Link to Research Profiles

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