Large Deviations for a Random Walk Model with State-Dependent Noise
暂无分享,去创建一个
Daniel Hernández-Hernández | Richard S. Ellis | Michelle Boué | D. Hernández-Hernández | M. Boué | R. Ellis
[1] P. Ney,et al. Large deviations of uniformly recurrent Markov additive processes , 1985 .
[2] Harold J. Kushner,et al. Stochastic Approximation Algorithms and Applications , 1997, Applications of Mathematics.
[3] M. Freidlin,et al. Random Perturbations of Dynamical Systems , 1984 .
[4] J. Lynch,et al. A weak convergence approach to the theory of large deviations , 1997 .
[5] Bruce E. Hajek,et al. Review of 'Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory' (Kushner, H.J.; 1984) , 1985, IEEE Transactions on Information Theory.
[6] R. Tyrrell Rockafellar,et al. Convex Analysis , 1970, Princeton Landmarks in Mathematics and Physics.
[7] S. Ethier,et al. Markov Processes: Characterization and Convergence , 2005 .
[8] Amir Dembo,et al. Large Deviations Techniques and Applications , 1998 .
[9] Tamer Basar,et al. Analysis of Recursive Stochastic Algorithms , 2001 .
[10] Harold J. Kushner,et al. Approximation and Weak Convergence Methods for Random Processes , 1984 .
[11] T. E. Harris,et al. The Theory of Branching Processes. , 1963 .
[12] H. Kushner,et al. Stochastic Approximation Methods for Systems Over an InfiniteHorizon , 1996 .
[13] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[14] Lennart Ljung,et al. Theory and Practice of Recursive Identification , 1983 .
[15] H. Kushner,et al. Analysis of adaptive step size SA algorithms for parameter tracking , 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.
[16] Keiichi Saito,et al. THEORY OF BRANCHING PROCESSES OF NEUTRONS IN A MULTIPLYING MEDIUM. , 1967 .
[17] P. Dupuis. Large Deviations Analysis of Some Recursive Algorithms with State Dependent Noise , 1988 .