Small perturbation Cramer methods and moderate deviations for Markov processes

被引：4
|
作者：
Gao, FQ [1 ]
机构：
[1] HUBEI UNIV,DEPT MATH,WUHAN 430062,PEOPLES R CHINA
来源：
ACTA MATHEMATICA SCIENTIA | 1995年 / 15卷 / 04期
关键词：
large deviations; Cramer methods; Markov processes; moderate deviations;
D O I：
10.1016/S0252-9602(18)30062-6
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures {mu(c),epsilon > 0} on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.
引用
收藏
页码：394 / 405
页数：12
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