LARGE DEVIATIONS FROM THE HYDRODYNAMICAL LIMIT OF INDEPENDENT ASYMMETRICAL RANDOM-WALKS

被引：0

作者：

KIPNIS, C ^{[1
]}

LEONARD, C ^{[1
]}

机构：

[1] UNIV PARIS 11,CNRS,URA D 0743,EQUIPE MODELISAT STOCHAST & STAT,F-91405 ORSAY,FRANCE

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1995年 / 31卷 / 01期

关键词：

LARGE DEVIATIONS; RANDOM WALKS; RANDOM MEASURES; HYDRODYNAMICAL LIMIT;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the large deviations from the hydrodynamical limit of the density field of independent asymmetrical random walks. A non-variational expression of the large deviation rate function is derived.

引用

页码：223 / 248

页数：26

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