The method of stochastic exponentials for large deviations

DOI10.1016/0304-4149(94)00004-2zbMATH Open0812.60026OpenAlexW2004327268MaRDI QIDQ1343593FDOQ1343593

A. A. Puhalskii

Publication date: 14 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00004-2

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zbMATH Keywords

large deviation principleexponential tightnessprocesses with independent incrementslarge deviations for semimartingalesstochastic exponentials in weak convergenceCramér condition

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes (60J99)

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Cited In (33)

• Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
• Moderate deviations for randomly perturbed dynamical systems
• Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
• Large deviations: From empirical mean and measure to partial sums process
• Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications
• Title not available (Why is that?)
• Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
• Bernstein polynomial of recursive regression estimation with censored data
• Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
• Nonequilibrium moderate deviations from hydrodynamics of the simple symmetric exclusion process
• Moderate deviations and Strassen's law for additive processes
• Hydrodynamics of the generalized \(N\)-urn Ehrenfest model
• Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
• Large deviations for the greedy exploration process on configuration models
• Moderate deviations for the current and tagged particle in symmetric simple exclusion processes
• Title not available (Why is that?)
• Moderate deviations of generalized N -urn Ehrenfest models
• Moderate deviations of density-dependent Markov chains
• Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs
• Large deviations for stochastic differential equations driven by semimartingales
• Large deviations for Markov jump processes in periodic and locally periodic environments
• Large deviations of mean-field interacting particle systems in a fast varying environment
• Martingale problems for large deviations of Markov processes
• Compactness in the theory of large deviations
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Large and moderate deviation principles for susceptible-infected-removed epidemic in a random environment
• Functional Large Deviation Principles for Waiting and Departure Processes
• Large deviation analysis of the single server queue
• Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials
• Large Deviations Application to Billingsley's Example
• On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
• Deviation inequalities and moderate deviations for estimators of parameters in TAR models
• Stochastic processes in random graphs

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