Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.

DOI10.1016/S0304-4149(00)00081-8zbMath1047.60022WikidataQ127343723 ScholiaQ127343723MaRDI QIDQ1879536

Arnaud Guillin

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processesaveraging principlemoderate deviationsexponential ergodicity

Mathematics Subject Classification ID

Large deviations (60F10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)

Related Items (11)

Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Moderate deviations for lattice gases with mixing conditions ⋮ Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics ⋮ MDP for integral functionals of fast and slow processes with averaging ⋮ Moderate deviations for Markov chains with atom. ⋮ Concentration inequalities for additive functionals: a martingale approach ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Moderate deviations for recursive stochastic algorithms ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes ⋮ Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales

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