2026-03-14T16:50:41Z https://kit.repo.nii.ac.jp/oai

oai:kit.repo.nii.ac.jp:02000746 2026-01-16T00:17:11Z 1753926445027:1753929866614:1753934704385

On large deviation theorems for Markov processes on a compact domain 大倉, 弘之 OKURA, Hiroyuki open access Large deviation occupation distribution Markov process principal eigenvalue limit theorem homogenization Large deviation theorems of the Donsker-Varadhan type are studied. Those theorems for a family of stochastic processes converging to a Markov process have already been obtained by the present author. In this paper, these theorems are modified so that they cover the case where each process is killed on exiting a compact domain. The general theory of large deviations of such a type is mentioned at two levels; the state-space level and the path-space level, and applied to the study of the principal eigenvalue of the generator of a Markov process. It is shown that the principal eigenvalue converges as the probability law of the corresponding Markov process converges. As a typical example, the converging family of Markov processes in the homogenization problem is investigated. 京都工芸繊維大学　工芸学部研究報告　第４８巻　理工・欧文(1999) pp.11-22 Submitted by 附属図書館 KIT-Repository (dspace-admin@jim.kit.ac.jp) on 2009-03-13T05:37:00Z No. of bitstreams: 1 okura-1999.pdf: 2073712 bytes, checksum: 28dc622677cb9b4e0e0de6a33e9a0cc6 (MD5) Made available in DSpace on 2009-03-13T05:37:01Z (GMT). No. of bitstreams: 1 okura-1999.pdf: 2073712 bytes, checksum: 28dc622677cb9b4e0e0de6a33e9a0cc6 (MD5) Previous issue date: 2000-02-25 京都工芸繊維大学 2000-02-25 eng journal article VoR http://hdl.handle.net/10212/1875 https://kit.repo.nii.ac.jp/records/2000746 京都工芸繊維大学　工芸学部研究報告　理工・欧文 48 11 22 https://kit.repo.nii.ac.jp/record/2000746/files/okura-1999.pdf application/pdf 2.0 MB