Large deviation principle for integral functionals of a Markov process

In this paper it was obtained the large deviation principle for the sequence of random processes $Y_n(t)=\frac{1}{n}\int\limits_0^{nt}h(X(u))du,$ where $X(u)$ is a homogeneous Markov process, $h(x)$ is a continuous function, $t \in [0,1]$. In particular, it was proved the large deviation principle for the integral of the telegraph signal process.