Large Deviations for Past-Dependent Recursions

Simple item page
dc.creatorKlebaner, F.
dc.creatorLiptser, R.
dc.date2006-03-16
dc.date.accessioned2026-07-07T07:06:59Z
dc.date.available2026-07-07T07:06:59Z
dc.descriptionThe Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.
dc.descriptionRevised version
dc.identifierhttps://arxiv.org/abs/math/0603407
dc.identifierhttp://arxiv.org/abs/math/0603407
dc.identifierpublished in ``Problems of Information Transmission'', 1996, No. 4, pp. 23--34
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110230
dc.subjectProbability
dc.subject60F10, 60J27
dc.titleLarge Deviations for Past-Dependent Recursions
dc.typetext

Files

Collections

arXiv