A discrete-time version of the Wentzell-Freidlin theory

DOI10.1214/AOP/1176990641zbMath0718.60022OpenAlexW2082576961MaRDI QIDQ2639405

Yuri Kifer

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990641

zbMATH Keywords

invariant measuresrandom perturbation of degenerate diffusionsWentzell-Freidlin theory for random perturbations

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Large deviations (60F10)

Related Items (22)

Perron-Frobenius theorem, large deviations, and random perturbations in random environments ⋮ Imitation processes with small mutations ⋮ Likely path to extinction in simple branching models with large initial population ⋮ Evolutionary game dynamics in finite populations with strong selection and weak mutation ⋮ Analysis of noise-induced transitions in a generalized logistic model with delay near Neimark–Sacker bifurcation ⋮ Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems ⋮ Stochastic stability in asymmetric binary choice coordination games ⋮ Management of complex dynamical systems ⋮ Attractors via random perturbations ⋮ Uncertain dynamical systems defined by pseudomeasures ⋮ Quasi-stationary distributions for randomly perturbed dynamical systems ⋮ Large Deviations Analysis of Extinction in Branching Models ⋮ Large deviations from the thermodynamic limit in globally coupled maps ⋮ OPTIMAL FLUCTUATIONS AND THE CONTROL OF CHAOS ⋮ How did we get here? ⋮ Book Review: Random perturbations of dynamical systems ⋮ Moderate deviations for randomly perturbed dynamical systems ⋮ Large deviations and stochastic stability in population games ⋮ Large deviations for discrete-time epidemic models ⋮ Stochastic stability on general state spaces ⋮ The quasispecies regime for the simple genetic algorithm with ranking selection ⋮ Critical population and error threshold on the sharp peak landscape for the Wright-Fisher model

This page was built for publication: A discrete-time version of the Wentzell-Freidlin theory