Milan Koresski

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

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 principal eigenvalue of the perturbed infinitesimal generator or by a...