
doi: 10.1007/bf01883889
Consider a Feller semigroup of operators \(p_ t\) on C(X), the space of bounded continuous functions on a metric space X. The authors investigate the possibility of stating the Donsker and Varadhan limit relation \[ (A)\quad \lim_{t\uparrow \infty}t^{-1}\log p_ t1(x)=-\lambda_ 0 \] without assuming compactness of X. It is shown that (A) holds under a certain condition on the generator L of the semigroup \(p_ t\). Generally, ''\(\geq ''\) is proved for \(''\lim_{t\uparrow \infty}''\) replaced by \(''\underline{\lim}_{t\to \infty}''\) in (A). In the case of a symmetric Markov process \(p_ t\), two sufficient conditions for (A) are stated. It is interesting to see that (A) can fail even in the latter case. A complete answer is given for the one- dimensional diffusion, in particular for a time changed Brownian motion on (0,1).
Feller semigroup, one-dimensional diffusion, Large deviations, Continuous-time Markov processes on general state spaces, time changed Brownian motion, Brownian motion, Donsker and Varadhan limit relation, Diffusion processes
Feller semigroup, one-dimensional diffusion, Large deviations, Continuous-time Markov processes on general state spaces, time changed Brownian motion, Brownian motion, Donsker and Varadhan limit relation, Diffusion processes
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 1 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
