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Large Deviations for a Random Walk Model with State-Dependent Noise - MaRDI portal

Large Deviations for a Random Walk Model with State-Dependent Noise (Q4443018)

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scientific article; zbMATH DE number 2024299
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Large Deviations for a Random Walk Model with State-Dependent Noise
scientific article; zbMATH DE number 2024299

    Statements

    Large Deviations for a Random Walk Model with State-Dependent Noise (English)
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    8 January 2004
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    large deviations
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    Laplace principle
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    weak convergence
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    stochastic algorithms
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