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dc.contributor.author | Oprisan, Adina | en_US |
dc.date.accessioned | 2009-09-16T18:19:04Z | |
dc.date.available | 2009-09-16T18:19:04Z | |
dc.date.issued | 2009-09-16T18:19:04Z | |
dc.date.submitted | January 2009 | en_US |
dc.identifier.other | DISS-10304 | en_US |
dc.identifier.uri | http://hdl.handle.net/10106/1734 | |
dc.description.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 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. | en_US |
dc.description.sponsorship | Korzeniowski, Andrzej | en_US |
dc.language.iso | EN | en_US |
dc.publisher | Mathematics | en_US |
dc.title | Large Deviation Principle For Functional Limit Theorems | en_US |
dc.type | Ph.D. | en_US |
dc.contributor.committeeChair | Korzeniowski, Andrzej | en_US |
dc.degree.department | Mathematics | en_US |
dc.degree.discipline | Mathematics | en_US |
dc.degree.grantor | University of Texas at Arlington | en_US |
dc.degree.level | doctoral | en_US |
dc.degree.name | Ph.D. | en_US |
dc.identifier.externalLink | http://www.uta.edu/ra/real/editprofile.php?onlyview=1&pid=75 | |
dc.identifier.externalLinkDescription | Link to Research Profiles | |
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