|Title||LARGE DEVIATIONS FOR ERGODIC PROCESSES IN SPLIT SPACES|
|Publication Type||Journal Article|
|Year of Publication||2009|
|Authors||OPRISAN ADINA, KORZENIOWSKI ANDRZEJ|
|Journal||Dynamic Systems and Applications|
|AMS Subject Classification||60B10, 60F10, 60H10|
We study a family of stochastic additive functionals of Markov processes with locally independent increments switched by jump Markov processes in an asymptotic split phase space. Based on an average approximation, we obtain a large deviation result for this stochastic evolutionary system using a weak convergence approach. Examples, including compound Poisson processes, illustrate cases in which the rate function is calculated in an explicit form.