Large deviation limits of invariant measures

30 Jun 2020 Puhalskii Anatolii A.

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function possesses certain structure, then the LDP for the invariant measures is implied by the sample path LDP, no other properties of the stochastic processes in question being material... (read more)

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