Moderate deviations for randomly perturbed dynamical systems
نویسندگان
چکیده
منابع مشابه
Moderate Deviations for Randomly Perturbed Dynamical Systems
A Moderate Deviation Principle is established for random processes arising as small random perturbations of one-dimensional dynamical systems of the form Xn = f(Xn−1). Unlike in the Large Deviations Theory the resulting rate function is independent of the underlying noise distribution, and is always quadratic. This allows one to obtain explicit formulae for the asymptotics of probabilities of t...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1999
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(98)00075-1