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Vanishing-noise asymptotics for Donsker-Varadhan rate functions on the circle

Koresski, Milan
arXiv (All) · Papers
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We study the vanishing-noise limit of the rate function for the Donsker-Varadhan large deviation principle for one-dimensional diffusion processes on a circle. As is well known, the rate function can be represented either as the Legendre transform of the principal eigenvalue of the perturbed infinit
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