Large deviations for stochastic processes

By Jin Feng and Thomas G. Kurtz

 

Abstract

 

General functional large deviation results for cadlag processes under the Skorohod topology are developed. For Markov processes, criteria for large deviation results are given in terms convergence of infinitesimal generators.  Following an introduction and overview, the material is presented in three parts.

 

Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence.  Analogs of the Prohorov theorem given by Puhalskii, O'Brien and Vervaat, and de Acosta, then imply the large deviation principle, at least along subsequences.  Representations of the rate function in terms of rate functions for the finite dimensional distributions are extended to include situations in which the rate function may be finite for sample paths with discontinuities.

 

Part 2 focuses on Markov processes in metric spaces.  For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence.  In particular cases, this convergence can be verified using the theory of nonlinear contraction semigroups.  The theory of viscosity solutions of nonlinear equations is used to generalize earlier results on semigroup convergence, enabling the approach to cover a wide variety of situations.  The key requirement is that a comparison principle holds. Control methods are used to give representations of the rate functions. 

 

Part 3 discusses methods for verifying the comparison principle and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes.  Applications include Freidlin-Wentzell theory for nearly deterministic processes, random walks and Markov chains, Donsker-Varadhan theory for occupation measures, random evolutions and averaging problems for stochastic systems, rescaled time-space lattice equations, and weakly interacting particle systems.  The latter results include new comparison principles for a class of Hamilton-Jacobi equations in Hilbert spaces and spaces of probability measures. 

 

Complete Manuscript

 

PDF File with hyper links (2948K)

(July 29, 2005)

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PDF Files of Individual Sections

 

  1. Abstract and Table of Contents  (July 29, 2005)
  2. Introduction  (July 29, 2005)
  3. Overview  (July 29, 2005)
  4. Large deviations and exponential tightness  (July 29, 2005)
  5. Large deviations for stochastic processes  (July 29, 2005)
  6. Large deviations for Markov processes and nonlinear semigroup convergence  (July 29, 2005)
  7. Large deviations and nonlinear semigroup convergence using viscosity solutions  (July 29, 2005)
  8. Extensions of viscosity solution methods  (July 29, 2005)
  9. The Nisio semigroup and a control representation of the rate function  (July 29, 2005)
  10. The comparison principle  (July 29, 2005)
  11. Nearly deterministic processes in Rd  (July 29, 2005)
  12. Random evolutions  (July 29, 2005)
  13. Occupation measures  (July 29, 2005)
  14. Stochastic equations in infinite dimensions (July 29, 2005)
  15. Appendices  (July 29, 2005)
  16. Bibliography  (July 29, 2005)