Some variational formulas on additive functionals of symmetric Markov chains
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- by Daehong Kim, Masayoshi Takeda and Jiangang Ying PDF
- Proc. Amer. Math. Soc. 130 (2002), 2115-2123 Request permission
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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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
- MR Author ID: 211690
- Email: takeda@math.tohoku.ac.jp
- Jiangang Ying
- Affiliation: Department of Mathematics, Zhejiang University, Hangzhou 310027, People’s Republic of China
- MR Author ID: 332043
- Email: jying@math.zju.edu.cn
- Received by editor(s): May 20, 2000
- Received by editor(s) in revised form: January 29, 2001
- Published electronically: December 20, 2001
- Additional Notes: The first author’s research was supported in part by Brain Korea 21
- Communicated by: Claudia M. Neuhauser
- © Copyright 2001 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 130 (2002), 2115-2123
- MSC (2000): Primary 60F10, 60J20; Secondary 31C25
- DOI: https://doi.org/10.1090/S0002-9939-01-06308-0
- MathSciNet review: 1896048