The Annals of Probability

Large Deviations for Systems of Noninteracting Recurrent Particles

Tzong-Yow Lee

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Abstract

We consider noninteracting systems of infinite particles each of which follows an irreducible, null recurrent Markov process and prove a large deviation principle for the empirical density. The expected occupation time (up to time $N$) of this Markov process, named as $h(N)$, plays an essential role in our result. We impose on $h(N)$ a regularly varying property as $N \rightarrow \infty$, which a large class of transition probabilities does satisfy. Some features of our result are: (a) The large deviation tails decay like $\exp\lbrack - Nh^{-1}(N)I(\cdot)\rbrack$, more slowly than the known $\exp\lbrack - NI(\cdot) \rbrack$ type of decay in transient situations. (b) Our rate function $I(\lambda(\cdot))$ equals infinity unless $\lambda(\cdot)$ is an invariant distribution. (c) Our rate function is explicit and is rather insensitive to the underlying Markov process. For instance, if we randomized the time steps of a Markov chain by exponential waiting time of mean 1, the resultant system obeys exactly the same large deviation principle.

Article information

Source
Ann. Probab., Volume 17, Number 1 (1989), 46-57.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176991493

Digital Object Identifier
doi:10.1214/aop/1176991493

Mathematical Reviews number (MathSciNet)
MR972769

Zentralblatt MATH identifier
0664.60032

JSTOR
links.jstor.org

Subjects
Primary: 60F10: Large deviations

Keywords
Large deviations empirical density infinite particle system recurrence

Citation

Lee, Tzong-Yow. Large Deviations for Systems of Noninteracting Recurrent Particles. Ann. Probab. 17 (1989), no. 1, 46--57. doi:10.1214/aop/1176991493. https://projecteuclid.org/euclid.aop/1176991493


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