Large deviations of stochastic dynamical systems

MaRDI QIDQ5481190zbMATHFDO

Authors A. A. Puhalskii

Publication date 8 August 2006

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)

Recommendations

• scientific article; zbMATH DE number 1239549
• Stochastic systems. Theory and applications. Transl. from the Russian manuscript by I. V. Sinitsyna
• scientific article; zbMATH DE number 410740
• Random Perturbations of Dynamical Systems
• Large deviations

Cited in

(14)

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

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