A weak convergence approach to the theory of large deviations
A weak convergence approach to the theory of large deviations
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DOI：
10.1002/9781118165904
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发表时间：
1997-02
期刊：
影响因子：
--
通讯作者：
J. Lynch;P. Dupuis;R. Ellis
中科院分区：
文献类型：
--
作者：
J. Lynch;P. Dupuis;R. Ellis
用拉普拉斯原理阐述大偏差理论。第一个例子：萨诺夫定理。第二个例子：莫古尔斯基定理。其他随机过程的表示公式。随机游走模型的紧性和极限性质。具有连续统计量的随机游走模型的拉普拉斯原理。具有不连续统计量的随机游走模型的拉普拉斯原理。马尔可夫链经验测度的拉普拉斯原理。马尔可夫链经验测度的拉普拉斯原理的推广。具有连续统计量的连续时间马尔可夫过程的拉普拉斯原理。附录。参考文献。索引
Formulation of Large Deviation Theory in Terms of the Laplace Principle. First Example: Sanov's Theorem. Second Example: Mogulskii's Theorem. Representation Formulas for Other Stochastic Processes. Compactness and Limit Properties for the Random Walk Model. Laplace Principle for the Random Walk Model with Continuous Statistics. Laplace Principle for the Random Walk Model with Discontinuous Statistics. Laplace Principle for the Empirical Measures of a Markov Chain. Extensions of the Laplace Principle for the Empirical Measures of a Markov Chain. Laplace Principle for Continuous-Time Markov Processes with Continuous Statistics. Appendices. Bibliography. Indexes.