Moderate deviations for recursive stochastic algorithms
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Publication:3466705
DOI10.1214/14-SSY138zbMath1335.60050arXiv1401.6055MaRDI QIDQ3466705
Publication date: 25 January 2016
Full work available at URL: https://arxiv.org/abs/1401.6055
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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