A COMPARISON PRINCIPLE FOR LARGE DEVIATIONS

被引:15
作者
BAXTER, JR
JAIN, NC
机构
关键词
D O I
10.2307/2047119
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:1235 / 1240
页数:6
相关论文
共 50 条
[31]   ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR SDE'S WITH A "FULL DEPENDENCE," REVISITED [J].
Veretennikov, Alexander .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2013, 18 (02) :523-549
[32]   A LARGE DEVIATIONS PRINCIPLE FOR SMALL PERTURBATIONS OF RANDOM EVOLUTION-EQUATIONS [J].
BEZUIDENHOUT, C .
ANNALS OF PROBABILITY, 1987, 15 (02) :646-658
[33]   A large deviations principle for infinite-server queues in a random environment [J].
H. M. Jansen ;
M. R. H. Mandjes ;
K. De Turck ;
S. Wittevrongel .
Queueing Systems, 2016, 82 :199-235
[34]   On large deviations in the averaging principle for stochastic differential equations with "complete dependence" [J].
Veretennikov, AY .
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1999, 43 (04) :664-666
[35]   Large deviations principle for the delta-sequence method density estimator [J].
Berrahou, N .
COMPTES RENDUS MATHEMATIQUE, 2003, 337 (05) :347-352
[36]   A large deviations principle for infinite-server queues in a random environment [J].
Jansen, H. M. ;
Mandjes, M. R. H. ;
De Turck, K. ;
Wittevrongel, S. .
QUEUEING SYSTEMS, 2016, 82 (1-2) :199-235
[37]   A functional large deviations principle for quadratic forms of Gaussian stationary processes [J].
Gamboa, F ;
Rouault, A ;
Zani, M .
STATISTICS & PROBABILITY LETTERS, 1999, 43 (03) :299-308
[38]   Large Deviations and Gallavotti–Cohen Principle for Dissipative PDEs with Rough Noise [J].
V. Jakšić ;
V. Nersesyan ;
C.-A. Pillet ;
A. Shirikyan .
Communications in Mathematical Physics, 2015, 336 :131-170
[39]   BOUNDARY-VALUE-PROBLEMS, THE INVARIANCE-PRINCIPLE, AND LARGE DEVIATIONS [J].
BOROVKOV, AA .
RUSSIAN MATHEMATICAL SURVEYS, 1983, 38 (04) :259-290
[40]   The local principle of large deviations for solutions of Itô stochastic equations with quick drift [J].
Logachov A.V. .
Journal of Mathematical Sciences, 2016, 218 (1) :28-38