Abstract
For a class of Markov processes (in continuous or discrete time) we show that if the full large deviation holds for normalized occupation time measures Lt(w, ˙) with some rate function J, then the lower semicontinuous regularization of J must agree with the rate function I introduced by M. D. Donsker and S. R. S. Varadhan. As a consequence we show that for processes such as Brownian motion the full large deviation principle for Lt(w, ˙) cannot hold with any rate function.
Original language | English (US) |
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Pages (from-to) | 911-923 |
Number of pages | 13 |
Journal | Communications on Pure and Applied Mathematics |
Volume | 44 |
Issue number | 8-9 |
DOIs | |
State | Published - 1991 |
ASJC Scopus subject areas
- General Mathematics
- Applied Mathematics