We present a version of the Wentzell-Freidlin theory for Markov chains which includes random perturbations not only of deterministic motions but also of Markov chains. Some results for the continuous-time case are obtained as corollaries. In particular, by this method one can treat random perturbations of degenerate diffusions even when the large deviations principle fails.
Publié le : 1990-10-14
Classification:
Random perturbations,
large deviations,
attractors,
60F10,
60J05,
60J60
@article{1176990641,
author = {Kifer, Yuri},
title = {A Discrete-Time Version of the Wentzell-Friedlin Theory},
journal = {Ann. Probab.},
volume = {18},
number = {4},
year = {1990},
pages = { 1676-1692},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990641}
}
Kifer, Yuri. A Discrete-Time Version of the Wentzell-Friedlin Theory. Ann. Probab., Tome 18 (1990) no. 4, pp. 1676-1692. http://gdmltest.u-ga.fr/item/1176990641/