Showing 11 - 15 of 15
Persistent link: https://www.econbiz.de/10005184590
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
Persistent link: https://www.econbiz.de/10008873151
A classical damping Hamiltonian system perturbed by a random force is considered. The locally uniform large deviation principle of Donsker and Varadhan is established for its occupation empirical measures for large time, under the condition, roughly speaking, that the force driven by the...
Persistent link: https://www.econbiz.de/10008874300
In this paper, we consider a uniformly ergodic Markov process (Xn)n[greater-or-equal, slanted]0 valued in a measurable subset E of Rd with the unique invariant measure , where the density f is unknown. We establish the large deviation estimations for the nonparametric kernel density estimator in...
Persistent link: https://www.econbiz.de/10008875075
In this paper, we prove the large deviation principle (LDP) for the occupation measures of not necessarily irreducible random dynamical systems driven by Markov processes. The LDP for not necessarily irreducible dynamical systems driven by i.i.d. sequence is derived. As a further application we...
Persistent link: https://www.econbiz.de/10008875584