A general nonconvex large deviation result. II.

DOI10.1214/009117904000000441zbMath1070.60027arXivmath/0410101OpenAlexW3098327882MaRDI QIDQ1878984

Alejandro D. de Acosta

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410101

zbMATH Keywords

abstract large deviationsnonconvex rate functionsstochastic recursive scheme

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites Work

• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviations for vector-valued Lévy processes
• Mosco convergence in locally convex spaces
• A general non-convex large deviation result with applications to stochastic equations
• Limit theorems on large deviations for semimartingales
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
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