Large Deviation for Periodic Markov Process on Square Lattice

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J. Math. Sci. Univ. Tokyo
Vol. 13 (2006), No. 4, Page 525--544.

Chiyonobu, Taizo; Ichihara, Kanji; Mituisi, Hideto
Large Deviation for Periodic Markov Process on Square Lattice
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Abstract:
We discuss large deviations for the pinned motion of a periodic Markov chain on the $d$-dimensional square lattice $\mathbb{Z}^d$. Making use of the harmonic transform based on a positive principal eigenfunction of the difference operator related to the Markov chain, a nice large deviation principle is established.

Mathematics Subject Classification (2000): Primary 60F10; Secondary 60J15, 60B12

Mathematical Reviews Number: MR2306218

Received: 2005-07-12

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