On large deviation convergence of invariant measures (Q1411352)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviation convergence of invariant measures |
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On large deviation convergence of invariant measures (English)
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27 October 2003
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The author presents new results concerning the connection between large deviation principles for trajectories of stochastic processes and the associated invariant measures. Applications to the invariant measures of diffusion processes and queueing processes are provided, too.
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invariant measures
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large deviation principle
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idempotent probability
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diffusion processes
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queueing processes
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