|
|||||
|
|
On Large Deviation Convergence of Invariant Measures |
|
| Authors: | Anatolii A. Puhalskii |
| Affiliation: | (1) Mathematics Department, University of Colorado at Denver, Campus Box 170, P.O. Box 173364, Denver, Colorado, 80217-3364;(2) Institute for Problems in Information Transmission, Moscow, Russia |
| Abstract: | We present new results on the connection between large deviation principles for trajectories of stochastic processes and the associated invariant measures. Applications to diffusion and queuing processes are provided. |
| Keywords: | invariant measures large deviation principle idempotent probability diffusion processes queuing |
| 本文献已被 SpringerLink 等数据库收录！ | |