Some Useful Functions for Functional Large Deviations

DOI10.1080/10451120410001720434MaRDI QIDQ4821635zbMATH OpenOpenAlexFDO

Authors Ken R. Duffy, Mark Rodgers-Lee

Publication date 21 October 2004

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL http://eprints.maynoothuniversity.ie/1843/1/HamiltonDuffyFunctions.pdf

zbMATH Keywords

first passage timecompositioninversioncontraction principlefunctional large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Sample path properties (60G17)

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• How to estimate the rate function of a cumulative process
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• Large deviations in discrete-time renewal theory
• Some functional large deviations principles in nonparametric function estimation
• Stability index, uncertainty exponent, and thermodynamic formalism for intermingled basins of chaotic attractors

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