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

DOI10.1137/S0363012901396618zbMath1044.60020OpenAlexW2069872268MaRDI QIDQ4443018

Daniel Hernández-Hernández, Richard S. Ellis, Michelle Boué

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012901396618

zbMATH Keywords

weak convergencelarge deviationsstochastic algorithmsLaplace principle

Mathematics Subject Classification ID

Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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