Small perturbation Cramer methods and moderate deviations for Markov processes

被引：4

作者：

Gao, FQ ^{[1
]}

机构：

[1] HUBEI UNIV,DEPT MATH,WUHAN 430062,PEOPLES R CHINA

来源：

ACTA MATHEMATICA SCIENTIA | 1995年 / 15卷 / 04期

关键词：

large deviations; Cramer methods; Markov processes; moderate deviations;

D O I：

10.1016/S0252-9602(18)30062-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures {mu(c),epsilon > 0} on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.

引用

页码：394 / 405

页数：12

共 50 条

[41] Moderate deviations for quadratic forms in Gaussian stationary processes
Kakizawa, Yoshihide
JOURNAL OF MULTIVARIATE ANALYSIS, 2007, 98 (05) : 992 - 1017
[42] Concentration inequalities, large and moderate deviations for self-normalized empirical processes
Bercu, B
Gassiat, E
Rio, E
ANNALS OF PROBABILITY, 2002, 30 (04) : 1576 - 1604
[43] Averaging principle of SDE with small diffusion: Moderate deviations
Guillin, A
ANNALS OF PROBABILITY, 2003, 31 (01) : 413 - 443
[44] UPPER BOUNDS FOR SERIES INVOLVING MODERATE AND SMALL DEVIATIONS
Spataru, Aurel
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2010, 138 (07) : 2601 - 2606
[45] LARGE DEVIATIONS FOR MARKOV-PROCESSES CORRESPONDING TO PDE SYSTEMS
EIZENBERG, A
FREIDLIN, M
ANNALS OF PROBABILITY, 1993, 21 (02) : 1015 - 1044
[46] Large deviations for excursions of non-homogeneous Markov processes
Mogulskii, A.
Pechersky, E.
Yambartsev, A.
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2014, 19 : 1 - 8
[47] Third-Order Analysis of Channel Coding in the Small-to-Moderate Deviations Regime
Yavas, Recep Can
Kostina, Victoria
Effros, Michelle
IEEE TRANSACTIONS ON INFORMATION THEORY, 2024, 70 (09) : 6139 - 6170
[48] Small-time moderate deviations for the randomised Heston model
Jacquier, Antoine
Shi, Fangwei
JOURNAL OF APPLIED PROBABILITY, 2020, 57 (01) : 19 - 28
[49] LARGE DEVIATIONS FOR MARKOV JUMP PROCESSES IN PERIODIC AND LOCALLY PERIODIC ENVIRONMENTS
Piatnitski, Andrey
Pirogov, Sergey
Zhizhina, Elena
ANNALS OF APPLIED PROBABILITY, 2022, 32 (06) : 4611 - 4641
[50] Large deviations for Markov-modulated diffusion processes with rapid switching
Huang, Gang
Mandjes, Michel
Spreij, Peter
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (06) : 1785 - 1818

← 1 2 3 4 5 →