메뉴 건너뛰기




Volumn 36, Issue 2, 2008, Pages 397-419

Large deviations

Author keywords

Large deviations; Rare events

Indexed keywords


EID: 51949101236     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOP348     Document Type: Article
Times cited : (161)

References (26)
  • 1
    • 0002178770 scopus 로고
    • Sur un nouveau théorème-limite de la théorie des probabilités.
    • CRAMER, H. (1938). Sur un nouveau théorème-limite de la théorie des probabilités. Actualités Scientifiques et Industrialles 736 5-23.
    • (1938) Actualités Scientifiques et Industrialles , vol.736 , pp. 5-23
    • CRAMER, H.1
  • 3
    • 51949107494 scopus 로고    scopus 로고
    • DEMBO, A. and ZEITOUNI, O. (1998). Large Deviations Techniques and Applications, 2nd ed. Springer, New York. MR1619036
    • DEMBO, A. and ZEITOUNI, O. (1998). Large Deviations Techniques and Applications, 2nd ed. Springer, New York. MR1619036
  • 4
    • 84980178612 scopus 로고
    • Asymptotic evaluation of certain Markov process expectations forlarge time. I
    • MR0386024
    • DONSKER, M. D. and VARADHAN, S. R. S. (1975). Asymptotic evaluation of certain Markov process expectations forlarge time. I. Comm. Pure Appl. Math. 28 1-47. MR0386024
    • (1975) Comm. Pure Appl. Math , vol.28 , pp. 1-47
    • DONSKER, M.D.1    VARADHAN, S.R.S.2
  • 5
    • 84980140517 scopus 로고
    • Asymptotic evaluation of certain Markov process expectations for large time. II
    • MR0386024
    • DONSKER, M. D. and VARADHAN, S. R. S. (1975). Asymptotic evaluation of certain Markov process expectations for large time. II. Comm. Pure Appl. Math. 28 279-301. MR0386024
    • (1975) Comm. Pure Appl. Math , vol.28 , pp. 279-301
    • DONSKER, M.D.1    VARADHAN, S.R.S.2
  • 6
    • 84980151353 scopus 로고    scopus 로고
    • DONSKER, M. D. and VARADHAN, S. R. S. (1976). Asymptotic evaluation of certain Markov process expectations for large time. in. Comm. Pure Appl. Math. 29 389-461. MR0428471
    • DONSKER, M. D. and VARADHAN, S. R. S. (1976). Asymptotic evaluation of certain Markov process expectations for large time. in. Comm. Pure Appl. Math. 29 389-461. MR0428471
  • 7
    • 84990587390 scopus 로고
    • Asymptotic evaluation of certain Markov process expectations for large time. IV
    • MR0690656
    • DONSKER, M. D. and VARADHAN, S. R. S. (1983). Asymptotic evaluation of certain Markov process expectations for large time. IV. Comm. Pure Appl. Math. 36 183-212. MR0690656
    • (1983) Comm. Pure Appl. Math , vol.36 , pp. 183-212
    • DONSKER, M.D.1    VARADHAN, S.R.S.2
  • 8
    • 51949090084 scopus 로고    scopus 로고
    • DEUSCHEL, J. D. and STROOCK, D. W. (1989). Large Deviations. Academic Press, Boston. MR0997938
    • DEUSCHEL, J. D. and STROOCK, D. W. (1989). Large Deviations. Academic Press, Boston. MR0997938
  • 9
    • 51949092548 scopus 로고    scopus 로고
    • DUPUIS, P. and ELLIS, R. S. (1997). A Weak Convergence Approach to the Theory of Large Deviations. Wiley, New York. MR1431744
    • DUPUIS, P. and ELLIS, R. S. (1997). A Weak Convergence Approach to the Theory of Large Deviations. Wiley, New York. MR1431744
  • 10
    • 51949091835 scopus 로고    scopus 로고
    • ELLIS, R. S. (2006). Entropy, Large Deviations, and Statistical Mechanics. Springer, Berlin. MR2189669
    • ELLIS, R. S. (2006). Entropy, Large Deviations, and Statistical Mechanics. Springer, Berlin. MR2189669
  • 11
    • 84945791505 scopus 로고
    • On the probability function in the collective theory of risk
    • ESSCHER, F. (1932). On the probability function in the collective theory of risk. Skandinavisk Aktuarietidskrift 15 175-195.
    • (1932) Skandinavisk Aktuarietidskrift , vol.15 , pp. 175-195
    • ESSCHER, F.1
  • 12
    • 51949115590 scopus 로고    scopus 로고
    • FENG, J. and KURTZ, T. G. (2006). Large Deviations for Stochastic Processes. Amer. Math. Soc., Providence, RI. MR2260560
    • FENG, J. and KURTZ, T. G. (2006). Large Deviations for Stochastic Processes. Amer. Math. Soc., Providence, RI. MR2260560
  • 13
    • 51949090474 scopus 로고    scopus 로고
    • FREIDLIN, M. I. and WENTZELL, A. D. (1998). Random Perturbations of Dynamical Systems, 2nd ed. Springer, New York. MR1652127
    • FREIDLIN, M. I. and WENTZELL, A. D. (1998). Random Perturbations of Dynamical Systems, 2nd ed. Springer, New York. MR1652127
  • 14
    • 0002019542 scopus 로고
    • On large deviations from an invariant measure
    • MR0471040, in Russian
    • GÄRTNER, J. (1977). On large deviations from an invariant measure (in Russian). Teor. Verojatnost. i Primenen. 22 27-42. MR0471040
    • (1977) Teor. Verojatnost. i Primenen , vol.22 , pp. 27-42
    • GÄRTNER, J.1
  • 16
    • 33748290005 scopus 로고    scopus 로고
    • KOSYGINA, E., REZAKHANLOU, F. and VARADHAN, S. R. S. (2006). Stochastic homognization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59 1489-1521.MR2248897
    • KOSYGINA, E., REZAKHANLOU, F. and VARADHAN, S. R. S. (2006). Stochastic homognization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59 1489-1521.MR2248897
  • 17
    • 0001864495 scopus 로고
    • Entropy and equilibrium, states in classical statistical mechanics
    • Statistical Mechanics and Mathematical Problems A. Lenard, ed, Springer, Berlin
    • LANFORD, O. E. (1973). Entropy and equilibrium, states in classical statistical mechanics. In Statistical Mechanics and Mathematical Problems (A. Lenard, ed.) 1-113. Lecture Notes in Phys. 20. Springer, Berlin.
    • (1973) Lecture Notes in Phys , vol.20 , pp. 1-113
    • LANFORD, O.E.1
  • 18
    • 17444412675 scopus 로고    scopus 로고
    • Homogenization of "viscous" Hamilton-Jacobi equations in stationary ergodic media
    • MR2131058
    • LIONS, P. L. and SOUGANIDIS, P. E. (2005). Homogenization of "viscous" Hamilton-Jacobi equations in stationary ergodic media. Comm. Partial Differential Equations 30 335-375. MR2131058
    • (2005) Comm. Partial Differential Equations , vol.30 , pp. 335-375
    • LIONS, P.L.1    SOUGANIDIS, P.E.2
  • 19
    • 51949094433 scopus 로고    scopus 로고
    • SANOV, I. N. (1957). On the probability of large deviations of random magnitudes (in Russian). Mat. Sb. N. S. 42 (84) 11-44. MR0088087
    • SANOV, I. N. (1957). On the probability of large deviations of random magnitudes (in Russian). Mat. Sb. N. S. 42 (84) 11-44. MR0088087
  • 20
    • 51949102261 scopus 로고    scopus 로고
    • SHWARTZ, A. and WEISS, A. (1995). Large Deviations for Performance Analysis. Chapman and Hall, London. MR1335456
    • SHWARTZ, A. and WEISS, A. (1995). Large Deviations for Performance Analysis. Chapman and Hall, London. MR1335456
  • 21
    • 84981761482 scopus 로고
    • Diffusion processes in a small time interval
    • MR0217881
    • VARADHAN, S. R. S. (1967). Diffusion processes in a small time interval. Comm. Pure Appl. Math. 20 659-685. MR0217881
    • (1967) Comm. Pure Appl. Math , vol.20 , pp. 659-685
    • VARADHAN, S.R.S.1
  • 22
    • 51949118937 scopus 로고    scopus 로고
    • VARADHAN, S. R. S. (1984). Large Deviations and Applications. SIAM, Philadelphia. MR0758258
    • VARADHAN, S. R. S. (1984). Large Deviations and Applications. SIAM, Philadelphia. MR0758258
  • 23
    • 51949084045 scopus 로고    scopus 로고
    • VARADHAN, S. R. S. (2003). Large deviations and entropy. In Entropy. Princeton Ser. Appl. Math. 199-214. Princeton Univ. Press. MR2035822
    • VARADHAN, S. R. S. (2003). Large deviations and entropy. In Entropy. Princeton Ser. Appl. Math. 199-214. Princeton Univ. Press. MR2035822
  • 24
    • 51949094245 scopus 로고    scopus 로고
    • VARADHAN, S. R. S. (1996). The complex story of simple exclusion. In ltd's Stochastic Calculus and Probability Theory 385-400. Springer, Tokyo. MR1439538
    • VARADHAN, S. R. S. (1996). The complex story of simple exclusion. In ltd's Stochastic Calculus and Probability Theory 385-400. Springer, Tokyo. MR1439538
  • 25
    • 0038675074 scopus 로고    scopus 로고
    • Large deviations for random walks in a random environment. Dedicated, to the memory of Jürgen K. Moser
    • MR1989232
    • VARADHAN, S. R. S. (2003). Large deviations for random walks in a random environment. Dedicated, to the memory of Jürgen K. Moser. Comm. Pure Appl. Math. 56 1222-1245. MR1989232
    • (2003) Comm. Pure Appl. Math , vol.56 , pp. 1222-1245
    • VARADHAN, S.R.S.1
  • 26
    • 51949084651 scopus 로고    scopus 로고
    • ZEITOUNI, O. (2002). Random walks in random environments. In Proceedings of the International Congress of Mathematicians III (Beijing, 2002) 117-127. Higher Ed. Press, Beijing. MR1957524
    • ZEITOUNI, O. (2002). Random walks in random environments. In Proceedings of the International Congress of Mathematicians III (Beijing, 2002) 117-127. Higher Ed. Press, Beijing. MR1957524


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.