arXiv Open Access 2020

Large Deviations for Markov jump processes in periodic and locally periodic environments

Andrey Piatnitski Sergei Pirogov Elena Zhizhina

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Abstrak

The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating locally periodic coefficient and, under natural ellipticity and localization conditions, show that the family satisfies the large deviation principle in the path space equipped with Skorokhod topology. The corresponding rate function is defined in terms of a family of auxiliary periodic spectral problems.

Topik & Kata Kunci

math.PR math.FA

Penulis (3)

Andrey Piatnitski

Sergei Pirogov

Elena Zhizhina

Format Sitasi

APA MLA BibTeX

Piatnitski, A., Pirogov, S., Zhizhina, E. (2020). Large Deviations for Markov jump processes in periodic and locally periodic environments. https://arxiv.org/abs/2006.11128

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Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓