Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. I

DOI10.1137/1121030zbMATH Open0361.60005OpenAlexW4236467777MaRDI QIDQ4134625FDOQ4134625

Authors: Alexander D. Wentzell 

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121030

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

Cited In (19)

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• On noncooperative \(n\)-player principal eigenvalue games
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• Computing the optimal path in stochastic dynamical systems
• A path integral approach to data structure evolution
• Some regularity results on the Ventcel-Freidlin quasi-potential function
• Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
• Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals
• Quadratic and rate-independent limits for a large-deviations functional
• Seasonal forcing in stochastic epidemiology models
• Large deviations of Markov chains with multiple time-scales
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• Exit probabilities and optimal stochastic control
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
• Maximal sensitive dependence and the optimal path to epidemic extinction
• Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
• Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
• Moderate deviations-based importance sampling for stochastic recursive equations
• Large deviations from classical paths. Hamiltonian flows as classical limits of quantum flows

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