| Subject: | Re: large deviation principle for Markov processes |
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| From: | "pkg" |
| Date: | 30 Apr 2006 10:01:29 -0700 |
| Newsgroups: | sci.math |
Correction: I have forgotten to tell you the end of the compactification trick above! Sorry! The RW is killed at the boundary of the torus! This is why I wonder why the inf is not taken over the defective prob. measures because the empirical distribution at time t of the killed RW has of course total mass less than 1, if the RW reaches the boundary before t and thus will stay for the rest of the time in the coffin state not returning to the torus! BR pkg |
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