Large Deviations for a Random Walk Model with State-Dependent Noise

DOI10.1137/S0363012901396618MaRDI QIDQ4443018zbMATH OpenOpenAlexFDO

Authors Michelle Boué, Daniel Hernández-Hernández, Richard S. Ellis

Publication date 8 January 2004

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012901396618

zbMATH Keywords

Laplace principlelarge deviationsstochastic algorithmsweak convergence

Mathematics Subject Classification ID

Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(1)

• Large deviations for past-dependent recursions.

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