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dc.contributor.authorPiatnitski, Andrei
dc.contributor.authorPirogov, Sergei
dc.contributor.authorZhizhina, Elena
dc.date.accessioned2023-01-09T12:50:54Z
dc.date.available2023-01-09T12:50:54Z
dc.date.issued2022-12
dc.description.abstractThe paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating locally periodic coefficient and, under natural ellipticity and localization conditions, show that the family satisfies the large deviation principle in the path space equipped with Skorokhod topology. The corresponding rate function is defined in terms of a family of auxiliary periodic spectral problems. It is shown that the corresponding Lagrangian is a convex function of velocity that has a superlinear growth at infinity. However, neither the Lagrangian nor the corresponding Hamiltonian need not be strictly convex, we only claim their strict convexity in some neighbourhood of infinity. It then depends on the profile of the generator kernel whether the Lagrangian is strictly convex everywhere or not.en_US
dc.identifier.citationPiatnitski, Pirogov, Zhizhina. Large deviations for Markov jump processes in periodic and locally periodic environments. The Annals of Applied Probability. 2022en_US
dc.identifier.cristinIDFRIDAID 2101650
dc.identifier.doi10.1214/22-AAP1797
dc.identifier.issn1050-5164
dc.identifier.issn2168-8737
dc.identifier.urihttps://hdl.handle.net/10037/28089
dc.language.isoengen_US
dc.publisherInstitute of Mathematical Statisticsen_US
dc.relation.journalThe Annals of Applied Probability
dc.rights.accessRightsopenAccessen_US
dc.rights.holder© 2022 Institute of Mathematical Statisticsen_US
dc.titleLarge deviations for Markov jump processes in periodic and locally periodic environmentsen_US
dc.type.versionpublishedVersionen_US
dc.typeJournal articleen_US
dc.typeTidsskriftartikkelen_US
dc.typePeer revieweden_US


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