Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case
Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case
We are investigating Markov process expectations for large time of the form $\exp(TF(L_T))$, where $L_T$ is the empirical measure of a uniformly ergodic Markov process and $F$ is a smooth functional. Such expressions are evaluated to a factor which converges to 1. In contrast to earlier work on the subject, …