搜索结果: 1-4 共查到“概率论 perturbation”相关记录4条 . 查询时间(0.031 秒)
Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
2012/6/21
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller ...
Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...
Positive Lyapunov exponent by a random perturbation
Lyapunov exponent random perturbation
2010/12/28
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood.We provide conditions under which the pertur...