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Some variational formulas on additive functionals of symmetric Markov chains
Author(s):
Daehong
Kim;
Masayoshi
Takeda;
Jiangang
Ying
Journal:
Proc. Amer. Math. Soc.
130
(2002),
2115-2123.
MSC (2000):
Primary 60F10, 60J20;
Secondary 31C25
Posted:
December 20, 2001
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Abstract:
For symmetric continuous time Markov chains, we obtain some formulas on total occupation times and limit theorems of additive functionals by using large deviation theory.
References:
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- [1]
- Cinlar, E.: Introduction to Stochastic Processes, Prentice-Hall, Inc., Englewood Cliffs, N. J., 1975. MR 52:1809
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- Kim, D.: Asymptotic properties for continuous and jump type's Feynman-Kac functionals, Osaka J. Math. 37 (2000), 147-173. CMP 2000:10
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Additional Information:
Daehong
Kim
Affiliation:
Department of Mathematics, Pusan National University, Pusan, 609--735, Korea
Address at time of publication:
Department of Systems and Information, Graduate School of Science and Technology, Kumamoto University, Kurokami, 2-39-1, Kumamoto 860-8555, Japan
Email:
daehong@cs.kumamoto-u.ac.jp
Masayoshi
Takeda
Affiliation:
Mathematical Institute, Tohoku University, Sendai 980--8578, Japan
Email:
takeda@math.tohoku.ac.jp
Jiangang
Ying
Affiliation:
Department of Mathematics, Zhejiang University, Hangzhou 310027, People's Republic of China
Email:
jying@math.zju.edu.cn
DOI:
10.1090/S0002-9939-01-06308-0
PII:
S 0002-9939(01)06308-0
Keywords:
Additive functional,
Dirichlet form,
large deviation,
symmetric Markov chain
Received by editor(s):
May 20, 2000
Received by editor(s) in revised form:
January 29, 2001
Posted:
December 20, 2001
Additional Notes:
The first author's research was supported in part by Brain Korea 21
Communicated by:
Claudia M. Neuhauser
Copyright of article:
Copyright
2001,
American Mathematical Society
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