Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. I
From MaRDI portal
Publication:4134625
DOI10.1137/1121030zbMath0361.60005OpenAlexW4236467777MaRDI QIDQ4134625
Publication date: 1976
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1121030
Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)
Related Items
Large deviations for Poisson random measures and processes with independent increments ⋮ Large deviations from classical paths. Hamiltonian flows as classical limits of quantum flows ⋮ Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm ⋮ Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion ⋮ Computing the optimal path in stochastic dynamical systems ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation ⋮ Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals ⋮ Maximal sensitive dependence and the optimal path to epidemic extinction ⋮ A path integral approach to data structure evolution ⋮ Quadratic and rate-independent limits for a large-deviations functional ⋮ Unnamed Item ⋮ Large deviations of Markov chains with multiple time-scales ⋮ Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models ⋮ Seasonal forcing in stochastic epidemiology models ⋮ Exit probabilities and optimal stochastic control ⋮ The influence of demographic stochasticity on evolutionary dynamics and stability ⋮ Moderate deviations-based importance sampling for stochastic recursive equations ⋮ Some regularity results on the Ventcel-Freidlin quasi-potential function ⋮ On noncooperative \(n\)-player principal eigenvalue games
