Large deviations of stochastic dynamical systems

zbMATH Open1127.60023MaRDI QIDQ5481190FDOQ5481190

Authors: A. A. Puhalskii 

Publication date: 8 August 2006

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zbMATH Keywords

large deviationsweak convergencequeueing networksmaxingalesidempotent probability theory

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Foundations of probability theory (60A99) Foundations of stochastic processes (60G05)

Cited In (14)

• Law of large numbers for random dynamical systems
• Some Large Deviation Results for Dynamical Systems
• Large deviations, averaging and periodic orbits of dynamical systems
• Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
• Large deviations in fast-slow systems
• Large deviations and importance sampling for systems of slow-fast motion
• The dynamics of nonautonomous dynamical systems with the large deviations theorem
• Large deviations in expanding random dynamical systems
• Large deviations for a class of chaos expansions
• LONG-TERM BEHAVIOUR OF LARGE MECHANICAL SYSTEMS WITH RANDOM INITIAL DATA
• The functional law of iterated logarithm for Itô stochastic integrals
• Large deviations for synchronized system
• Large deviations for solutions of one dimensional Itô equations
• Stochastic Kolmogorov systems driven by wideband noises

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