| 一类非时齐间断系统的大偏差 |
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| 引用本文： | 张志祥.一类非时齐间断系统的大偏差[J].数学进展,1998,27(2):166-174. |
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| 作者姓名： | 张志祥 |
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| 作者单位： | 北京大学概率统计系 |
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| 摘 要： | 本文证明一类间断非时齐系统的大偏差结果，给出大偏差速率函数。
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| 关 键 词： | 大偏差原理 非时齐系统 C－M－G定理 |
Large Deviation for a Discontinuous Nonhomogeneous System |
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| Zhang Zhixiang.Large Deviation for a Discontinuous Nonhomogeneous System[J].Advances in Mathematics,1998,27(2):166-174. |
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| Authors: | Zhang Zhixiang |
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| Abstract: | In this paper we prove the large deviation result for a perturbed discontinuous system.The rate functional is given. Differently from that in Chiang and Sheu's work, the system we study is nonhomogeneous. |
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| Keywords: | large deviation principle It's formula Cameron Martin Girsanov theorem |
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