Abstract
We apply a method invented by Luttinger to obtain an asymptotic expansion in powers of 1/T forE[e −TF(τ)]. τ is theproportion of local time andE is the expectation for a time-homogeneous Markov process withN states. The result extends the large-deviation result of Donsker and Varadhan by providing a complete expansion as opposed to only the leading term.
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Brydges, D.C., Maya, I.M. An application of berezin integration to large deviations. J Theor Probab 4, 371–389 (1991). https://doi.org/10.1007/BF01258743
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DOI: https://doi.org/10.1007/BF01258743