Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in .

Budhiraja, Amarjit; Dupuis, Paul

Displaying similar documents to “Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in $ℝ_{+}$ .”

Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes.

Kontoyiannis, Ioannis, Meyn, S.P. (2005)

Electronic Journal of Probability [electronic only]

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Large deviations for independent random variables – Application to Erdös-Renyi’s functional law of large numbers

Jamal Najim (2005)

ESAIM: Probability and Statistics

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A Large Deviation Principle (LDP) is proved for the family $\frac{1}{n} \sum_{1}^{n} 𝐟 (x_{i}^{n}) \cdot Z_{i}^{n}$ where the deterministic probability measure $\frac{1}{n} \sum_{1}^{n} δ_{x_{i}^{n}}$ converges weakly to a probability measure $R$ and ${(Z_{i}^{n})}_{i \in ℕ}$ are $ℝ^{d}$ -valued independent random variables whose distribution depends on $x_{i}^{n}$ and satisfies the following exponential moments condition: $sup_{i, n} 𝔼 e^{α^{*} | Z_{i}^{n} |} < + \infty forsome 0 < α^{*} < + \infty .$ In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...

Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).

Gulinsky, O.V., Liptser, R.S., Lototsky, S.V. (1994)

Journal of Applied Mathematics and Stochastic Analysis

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Convergence in fractional models and applications.

Berzin, Corinne, León, José Rafael (2005)

Electronic Journal of Probability [electronic only]

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Characterization of the marginal distributions of Markov processes used in dynamic reliability.

Cocozza-Thivent, Christiane, Eymard, Robert, Mercier, Sophie, Roussignol, Michel (2006)

Journal of Applied Mathematics and Stochastic Analysis

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The joint law of ages and residual lifetimes for two schemes of nested regenerative sets.

Lambert, Amaury (2001)

Electronic Journal of Probability [electronic only]

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Asymptotic properties of Markov operators defined by Volterra type integrals

Karol Baron, Andrzej Lasota (1993)

Annales Polonici Mathematici

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New sufficient conditions for asymptotic stability of Markov operators are given. These criteria are applied to a class of Volterra type integral operators with advanced argument.

Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme

Christiane Cocozza-Thivent, Robert Eymard (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of the marginal distributions of a semi-Markov process. These measures are shown to satisfy classical transport equations, the approximation of which can be done thanks to a finite volume method. Within a uniqueness result for the continuous solution, the convergence of the numerical scheme is then proven in the weak...

A singular parabolic Anderson model.

Mueller, Carl, Tribe, Roger (2004)

Electronic Journal of Probability [electronic only]

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Self-normalized large deviations for Markov chains.

Faure, Mathieu (2002)

Electronic Journal of Probability [electronic only]

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A probabilistic approach to the boundedness of singular integral operators

Richard F. Bass (1990)

Séminaire de probabilités de Strasbourg

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Displaying similar documents to “Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in ℝ + .”

Displaying similar documents to “Large deviations for the empirical measures of reflecting Brownian motion and related constrained processes in $ℝ_{+}$ .”