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| 带小随机扰动的中偏差原理(英文) | |
| 引用本文： | 蒋义文,莱姆勒·卢多维奇·丹. 带小随机扰动的中偏差原理(英文)[J]. 数学杂志, 2012, 32(3): 395-401 |
| 作者姓名： | 蒋义文 莱姆勒·卢多维奇·丹 |
| 作者单位： | 1. 军事经济学院国防经济系,湖北武汉,430035 2. 蒂米什瓦拉理工大学工程学院,罗马利亚胡内多阿拉,331128 |
| 基金项目： | Supported by China/Romania Joint Research Project(40-5/18.10/2010) |
| 摘 要： | 本文研究了带小随机扰动的中偏差原理.运用收缩原理和指数逼近方法,Freidlin-Wentzell定理给出了Xε的大偏差原理,从而得到了Xε的中偏差原理. |
| 关 键 词： | Schilder定理 Freidlin-Wentzell定理 大偏差 中偏差 |
MODERATE DEVIATION PRINCIPLE FOR DYNAMICAL SYSTEMS WITH SMALL RANDOM PERTURBATION |
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| JIANG Yi-wen , LEMLE Ludovic-dan. MODERATE DEVIATION PRINCIPLE FOR DYNAMICAL SYSTEMS WITH SMALL RANDOM PERTURBATION[J]. Journal of Mathematics, 2012, 32(3): 395-401 | |
| Authors: | JIANG Yi-wen LEMLE Ludovic-dan |
| Affiliation: | JIANG Yi-wen1,LEMLE Ludovic-dan2(1.Department of Defense Economics,Military Economics Academy,Wuhan 430035,China)(2.Faculty of Engineering,Polytehnic University of Timisoara,Hunedoara 331128,Paul Maria) |
| Abstract: | The moderate deviation principle(MDP)for dynamical systems with small random perturbation is presented in this paper.By using contraction principle and exponential approximation,Freidlin-Wentzell’s theorem gives the large deviation principle for Xεfor smallε,and we establish its moderate deviation principle. |
| Keywords: | Schilder's theorem Freidlin-Wentzell's theorem large deviations moderate deviations |
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