LARGE DEVIATIONS FROM THE HYDRODYNAMICAL LIMIT OF INDEPENDENT ASYMMETRICAL RANDOM-WALKS

被引:0
作者
KIPNIS, C [1 ]
LEONARD, C [1 ]
机构
[1] UNIV PARIS 11,CNRS,URA D 0743,EQUIPE MODELISAT STOCHAST & STAT,F-91405 ORSAY,FRANCE
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1995年 / 31卷 / 01期
关键词
LARGE DEVIATIONS; RANDOM WALKS; RANDOM MEASURES; HYDRODYNAMICAL LIMIT;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the large deviations from the hydrodynamical limit of the density field of independent asymmetrical random walks. A non-variational expression of the large deviation rate function is derived.
引用
收藏
页码:223 / 248
页数:26
相关论文
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