Large deviations for an exchangeable system of reversible diffusions in [double-struck]R[superscript italic]d are investigated in the limit when the number of particles tends to infinity with the objective of providing a methodology to ...
Let o P 0 and h e C, (E), and assume that the comparison principle holds for subsolutions of (7.78) (I – ot" Hi) f = h, and supersolutions of (7.79) (I – O.T. Hi) f = h. ... LIMgno Vc = gove for each c e R implies (7.73), and LIMga.
This is the second printing of the book first published in 1988. The first four chapters of the volume are based on lectures given by Stroock at MIT in 1987.
MR1707339 Olle Häggström, Random-cluster representations in the study of phase transitions, Markov Process. ... MR517873 Naresh C. Jain, Large deviation lower bounds for additive functionals of Markov processes, Ann. Probab.
Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence.
S. R. S. VARADHAN The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the ...