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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 4, Pages 758–774 (Mi tvp4013)

On large deviations for additive functionals of Markov processes. I

A. Yu. Veretennikov


Abstract: Using the theory of positive operators we find the logarithmic asymptotics of large deviations for homogeneous Markov processes as time tends to infinity.

Keywords: large deviations, Markov processes, superstability, positive operators.

Received: 25.04.1989


 English version:
Theory of Probability and its Applications, 1993, 38:4, 706–719

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© Steklov Math. Inst. of RAS, 2025