The exit path of a Markov chain with rare transitions
ESAIM: Probability and Statistics (1997)
- Volume: 1, page 95-144
- ISSN: 1292-8100
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topCatoni, Olivier, and Cerf, Raphaël. "The exit path of a Markov chain with rare transitions." ESAIM: Probability and Statistics 1 (1997): 95-144. <http://eudml.org/doc/104244>.
@article{Catoni1997,
author = {Catoni, Olivier, Cerf, Raphaël},
journal = {ESAIM: Probability and Statistics},
keywords = {Freidlin-Wentzell theory; large deviation principles; Metropolis dynamics; large deviation estimates},
language = {eng},
pages = {95-144},
publisher = {EDP Sciences},
title = {The exit path of a Markov chain with rare transitions},
url = {http://eudml.org/doc/104244},
volume = {1},
year = {1997},
}
TY - JOUR
AU - Catoni, Olivier
AU - Cerf, Raphaël
TI - The exit path of a Markov chain with rare transitions
JO - ESAIM: Probability and Statistics
PY - 1997
PB - EDP Sciences
VL - 1
SP - 95
EP - 144
LA - eng
KW - Freidlin-Wentzell theory; large deviation principles; Metropolis dynamics; large deviation estimates
UR - http://eudml.org/doc/104244
ER -
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