Some variational formulas on additive functionals of symmetric Markov chains

Daehong Kim; Masayoshi Takeda; Jiangang Ying

doi:10.1090/S0002-9939-01-06308-0

Some variational formulas on additive functionals of symmetric Markov chains

Daehong Kim, Masayoshi Takeda, Jiangang Ying

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

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.

Original language	English
Pages (from-to)	2115-2123
Number of pages	9
Journal	Proceedings of the American Mathematical Society
Volume	130
Issue number	7
DOIs	https://doi.org/10.1090/S0002-9939-01-06308-0
Publication status	Published - 2002
Externally published	Yes

Keywords

Additive functional
Dirichlet form
Large deviation
Symmetric Markov chain

ASJC Scopus subject areas

Mathematics(all)
Applied Mathematics

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10.1090/S0002-9939-01-06308-0

Cite this

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title = "Some variational formulas on additive functionals of symmetric Markov chains",

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.",

keywords = "Additive functional, Dirichlet form, Large deviation, Symmetric Markov chain",

author = "Daehong Kim and Masayoshi Takeda and Jiangang Ying",

year = "2002",

doi = "10.1090/S0002-9939-01-06308-0",

language = "English",

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pages = "2115--2123",

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AU - Kim, Daehong

AU - Takeda, Masayoshi

AU - Ying, Jiangang

PY - 2002

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AB - 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.

KW - Additive functional

KW - Dirichlet form

KW - Large deviation

KW - Symmetric Markov chain

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JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

IS - 7

ER -

Some variational formulas on additive functionals of symmetric Markov chains

Abstract

Keywords

ASJC Scopus subject areas

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