Publication:3672830
From MaRDI portal
zbMath0522.60055MaRDI QIDQ3672830
Mark I. Freidlin, Alexander D. Wentzell
Publication date: 1984
invariant measure; exponential estimates; singular perturbation problems; averaging principle for random processes; large deviations of random processes
60F10: Large deviations
58J65: Diffusion processes and stochastic analysis on manifolds
37H10: Generation, random and stochastic difference and differential equations
60Hxx: Stochastic analysis
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
Related Items
Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem, Averaging Euler-type difference scheme, Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points, Density in small time for Lévy processes, Rate of convergence of the Swendsen-Wang dynamics in image segmentation problems: a theoretical and experimental study, Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies, Small random perturbations of one-dimensional diffusion processes, Evolutionary game dynamics, Nonequilibrium potentials for dynamical systems with fractal attractors or repellers, Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle, A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics, Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media, On Block Skip Free Transition Matrices and First Passage Times, A survey of entropy methods for partial differential equations, Averaging analysis of a point process adaptive algorithm, Stochastic averaging principle for systems with pathwise uniqueness, Cycling and skewing of exit measures for planar systems, Large deviations of semimartingales via convergence of the predictable characteristics, Limit theorems in averaging for dynamical systems, Deterministic adaptive control with slowly varying parameters: an averaging analysis, Strong ergodicity results on wiener space, Strong ergodicity results on wiener space, Local action functionals for randomly perturbed dynamical systems on long time intervals∗, Semiclassical Analysis for the Kramers–Fokker–Planck Equation, On the Ornstein-Uhlenbeck operator in 𝐿² spaces with respect to invariant measures, Evolutionary learning in signalling games, Learning in games by random sampling, Stochastic approximation algorithms: overview and recent trends., Invariant measures for a random evolution equation with small perturbations, Exit cycling for the Van der Pol oscillator and quasipotential calculations, First passage times of general sequences of random vectors: A large deviations approach, The invariant density of a chaotic dynamical system with small noise, Large deviations results for the exit problem with characteristic boundary, Probabilistic analysis of a nonlinear pendulum, A study of subadmissible simulated annealing algorithms, Axial channeling in perfect crystals, the continuum model, and the method of averaging, Small perturbation of stochastic parabolic equations: A power series analysis, Stability for a random evolution equation with Gaussian perturbation, Sluggish consumers: An evolutionary solution to the Bertrand paradox., An evolutionary analysis of insurance markets with adverse selection., The evolution of social and economic networks., Stability of option prices under uniform ellipticity., Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors, Global optimization with exploration/selection algorithms and simulated annealing, Asymptotic analysis and extinction in a stochastic Lotka-Volterra model, Large deviation of diffusion processes with discontinuous drift and their occupation times., Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions., On large deviations for SDEs with small diffusion and averaging., Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging., Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term., Large deviations problems for star networks: the min policy., Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric., Asymptotical behaviour of several interacting annealing processes, Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers, Consistent parameter estimation for partially observed diffusions with small noise, Remarks on the ergodicity of simulated annealing algorithms on a graph, On the exit law from saddle points, Large deviation for Navier-Stokes equations with small stochastic perturbation, Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter, Gaussian measures on linear spaces, Bistability driven by correlated noise: functional integral treatment., On the asymptotics of occurrence times of rare events for stochastic spin systems., Noise and bifurcations., An improved annealing method and its large-time behavior, Uniform large deviations for parabolic SPDEs and applications, Perturbed adaptive dynamics in coalition form games, The evolution of Walrasian behavior in oligopolies, Singularly perturbed Markov chains: Convergence and aggregation, Unfolding social hierarchies, On a probabilistic approach to a problem of semi-classical analysis, Non-quantum uncertainty relations of stochastic dynamics, Sensitivity and chaos control for the forced nonlinear oscillations, MDP for integral functionals of fast and slow processes with averaging, Metastability under stochastic dynamics, Exit problems associated with finite reflection groups, Large-sample analysis for a stochastic epidemic model and its parameter estimators, A new genetic algorithm, Concentration of the first eigenfunction for a second order elliptic operator, Large deviations for processes with discontinuous statistics, Self-induced stochastic resonance in excitable systems, Spectral characterization of aging: the REM-like trap model, Large deviations and support theorem for diffusion processes via rough paths., A study of a class of stochastic differential equations with non-Lipschitzian coefficients, Invariant measure for the Markov process corresponding to a PDE system, The exit path of a Markov chain with rare transitions, Unnamed Item, Symmetry properties of solutions of Hamilton-Jacobi equations without uniqueness, Parallel simulated annealing, On the enhancement of diffusion by chaos, escape rates and stochastic instability, Stochastic sensitivity of 3D-cycles, Convergence theorems for the Kohonen feature mapping algorithms with VLRPs, Correlated equilibrium in stochastic games, Rule evolution and equilibrium selection, Stochastic imitation in finite games, A path integral approach to data structure evolution, Theory of residence-time control by output feedback, Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems), An extension of Zeeman's notion of structural stability to non-invertible maps, Behavior of droplets for a class of Glauber dynamics at very low temperature, Large deviations for Markov processes with discontinuous statistics. II: Random walks, Singular perturbed Markov chains and exact behaviors of simulated annealing processes, Cooperation in the short and in the long run, Aiming control: Residence probability and \((D, T)\)-stability, Some results on the problem of exit from a domain, The pattern of escape from metastability of a stochastic Ising model, A stochastic theory of adiabatic invariance, Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter, Average behavior in learning models, Quasipotentials for simple noisy maps with complicated dynamics, Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations, Action functional for diffusions in discontinuous media, Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems, Asymptotic law in sequential estimation of a change point, Asymptotic behavior of some linear differential systems, Simulated annealing with time-dependent energy function via Sobolev inequalities, Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo, The modeling of small scales in two-dimensional turbulent flows: A statistical mechanics approach, The consensus times of the majority vote process on a torus, Hierarchical structure of attractors of dynamical systems, Stochastic approximation algorithms with constant step size whose average is cooperative, On the problem of exit from cycles for simulated annealing processes. A backward equation approach, Large deviation properties of data streams that share a buffer, The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem, Wavefront propagation for reaction-diffusion systems and backward SDEs, Multivalued Skorohod problem, Dynamical systems and variational inequalities, Large deviations for discrete-time epidemic models, Large deviations for trajectories of sums of independent random variables, Large deviations, averaging and periodic orbits of dynamical systems, Large deviations for empirical measures with degenerate limiting distribution, Large deviation principle for stochastic evolution equations, Multilevel large deviations and interacting diffusions, Erdős-Rényi laws for Gibbs measures, Limit theorems on the exit problems for small random perturbations of dynamical systems. II, Regularity of boundary quasi-potentials for planar systems, Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium, Large deviations for Markov processes with mean field interaction and unbounded jumps, Large deviations for fields with stationary independent increments, The method of stochastic exponentials for large deviations, A four-thirds law for phase randomization of stochastically perturbed oscillators and related phenomena, On discrete inhomogeneous exit problems, Vertex-reinforced random walks and a conjecture of Pemantle, A mathematical model for intracellular effects of toxins on DNA adduction and repair, On the relationship between risk-dominance and stochastic stability, Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes, Discrete time semigroup transformations with random perturbations, Muddling through: Noisy equilibrium selection, Costs of flexibility and equilibrium selection, The metastable behavior of the three-dimensional stochastic Ising model. I, A unified approach to the large deviations for small perturbations of random evolution equations, Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation, Nonlinear filtering problem with contamination, Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential, On the invariant measure of non-reversible simulated annealing, A large deviation principle for small perturbations of random evolution equations in Hoelder norm, Learning to play limited forecast equilibria, Stochastic approximation with two time scales, Noise-induced escape through a chaotic saddle: lowering of the activation energy, Noise-induced shift of singularities in the pattern of optimal paths, Random perturbations of deterministic equilibria., Noise-induced escape through a fractal basin boundary, The loop erased exit path and the metastability of a biased vote process, Equilibrium selection in bargaining models., A multinomial probit model of stochastic evolution., The evolution of exchange., Learning to communicate in cheap-talk games., Phase transitions and metastability in Markovian and molecular systems, Large deviations from the thermodynamic limit in globally coupled maps, Stochastically stable states in an oligopoly with differentiated goods: Equivalence of price and quantity strategies, On functional limit theorems for solutions of stochastic equations, Markov chains with exponentially small transition probabilities: first exit problem from a general domain. I: The reversible case., Hydrodynamics and fluctuations outside of local equilibrium: driven diffusive systems., Metastability and nucleation for the Blume-Capel model. Different mechanisms of transition., Markov chains with exponentially small transition probabilities: First exit problem from a general domain. II: The general case., Martingale problems for large deviations of Markov processes, An evolutionary model of Bertrand oligopoly, Two-player stochastic games. II: The case of recursive games, Small perturbations and stochastic games, Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory, Reaction-diffusion in incompressible fluid: asymptotic problems., Large deviations for Poisson random measures and processes with independent increments, A comparison of homogenization and large deviations, with applications to wavefront propagation, A time-reversed representation for the tail probabilities of stationary reflected Brownian motion., Stability of a random diffusion with nonlinear drift, Limit behavior of two-time-scale diffusions revisited, On the convergence of parallel simulated annealing, On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one, On large deviations in the averaging principle for SDEs with a ``full dependence, Large deviation for the Fleming-Viot process with neutral mutation and selection
