Moderate deviations for recursive stochastic algorithms

DOI10.1214/14-SSY138zbMath1335.60050arXiv1401.6055MaRDI QIDQ3466705

Paul Dupuis, Dane Johnson

Publication date: 25 January 2016

Full work available at URL: https://arxiv.org/abs/1401.6055

zbMATH Keywords

weak convergencelarge deviationsmoderate deviationsrecursive stochastic processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)

Related Items (3)

Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations ⋮ Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics ⋮ Moderate deviations-based importance sampling for stochastic recursive equations

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