Large deviation principle for functional limit theorems
by Oprisan, Adina, Ph.D., THE UNIVERSITY OF TEXAS AT ARLINGTON, 2009, 115 pages; 3369383

Abstract:

We study a family of stochastic additive functionals of Markov processes with locally independent increments switched by jump Markov processes in an asymptotic split phase space. Based on an averaging limit theorem, we obtain a large deviation result for this stochastic evolutionary system using a weak convergence approach. Examples, including compound Poisson processes, illustrate cases in which the rate function is calculated in an explicit form. We prove also a large deviation principle for a class of empirical processes in [special characters omitted][0,∞) associated with additive functionals of Markov processes that were shown to have a martingale decomposition. Functional almost everywhere central limit theorems are established and the large deviation results are derived.

 
AdviserAndrzej Korzeniowski
SchoolTHE UNIVERSITY OF TEXAS AT ARLINGTON
SourceDAI/B 70-08, p. , Sep 2009
Source TypeDissertation
SubjectsMathematics; Statistics
Publication Number3369383
Adobe PDF Access the complete dissertation:
 

» Find an electronic copy at your library.
  Use the link below to access a full citation record of this graduate work:
  http://gateway.proquest.com/openurl%3furl_ver=Z39.88-2004%26res_dat=xri:pqdiss%26rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation%26rft_dat=xri:pqdiss:3369383
  If your library subscribes to the ProQuest Dissertations & Theses (PQDT) database, you may be entitled to a free electronic version of this graduate work. If not, you will have the option to purchase one, and access a 24 page preview for free (if available).

About ProQuest Dissertations & Theses
With over 2.3 million records, the ProQuest Dissertations & Theses (PQDT) database is the most comprehensive collection of dissertations and theses in the world. It is the database of record for graduate research.

The database includes citations of graduate works ranging from the first U.S. dissertation, accepted in 1861, to those accepted as recently as last semester. Of the 2.3 million graduate works included in the database, ProQuest offers more than 1.9 million in full text formats. Of those, over 860,000 are available in PDF format. More than 60,000 dissertations and theses are added to the database each year.

If you have questions, please feel free to visit the ProQuest Web site - http://www.proquest.com - or call ProQuest Hotline Customer Support at 1-800-521-3042.