On large deviation convergence of invariant measures
type: Item
instance of: scholarly article
title: On large deviation convergence of invariant measures
zbMATH Open document ID: 1028.60023
DOI: 10.1023/A:1025624600545
author: A. A. Puhalskii
published in: Journal of Theoretical Probability
publication date: 2003-10-27T00:00:00Z
review text: The author presents new results concerning the connection between large deviation principles for trajectories of stochastic processes and the associated invariant measures. Applications to the invariant measures of diffusion processes and queueing processes are provided, too.
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1997350
zbMATH Keywords: invariant measures
zbMATH Keywords: large deviation principle
zbMATH Keywords: idempotent probability
zbMATH Keywords: diffusion processes
zbMATH Keywords: queueing processes
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
full work available at URL: a:1025624600545
OpenAlex ID: W1555658755
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description: scientific article; zbMATH DE number 1997350