TY - JOUR
T1 - The rate function of hypoelliptic diffusions
AU - Arous, Gérard Ben
AU - Deuschel, Jean‐Dominique ‐D
PY - 1994/6
Y1 - 1994/6
N2 - Let be a hypoelliptic diffusion operator on a compact manifold M. Given an a priori smooth reference measure λ on M, we can then rewrite L as the sum of a λ‐symmetric part L0 and a first‐order drift part Y. The paper investigates the effect of the drift Y on the Donsker‐Varadhan rate function corresponding to the large deviations of the empirical measure of the diffusion. When Y is in the linear span of the first and second‐order Lie brackets of the Xi's, we derive an affine bound relating the rate functions associated with L and L0. As soon as one point exists where Y is not in the linear span of the first and second‐order Lie brackets of the Xi's, we show that such an affine bound is impossible. © 1994 John Wiley & Sons, Inc.
AB - Let be a hypoelliptic diffusion operator on a compact manifold M. Given an a priori smooth reference measure λ on M, we can then rewrite L as the sum of a λ‐symmetric part L0 and a first‐order drift part Y. The paper investigates the effect of the drift Y on the Donsker‐Varadhan rate function corresponding to the large deviations of the empirical measure of the diffusion. When Y is in the linear span of the first and second‐order Lie brackets of the Xi's, we derive an affine bound relating the rate functions associated with L and L0. As soon as one point exists where Y is not in the linear span of the first and second‐order Lie brackets of the Xi's, we show that such an affine bound is impossible. © 1994 John Wiley & Sons, Inc.
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U2 - 10.1002/cpa.3160470604
DO - 10.1002/cpa.3160470604
M3 - Article
AN - SCOPUS:84990727081
SN - 0010-3640
VL - 47
SP - 843
EP - 860
JO - Communications on Pure and Applied Mathematics
JF - Communications on Pure and Applied Mathematics
IS - 6
ER -