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Problemy Peredachi Informatsii, 1996, Volume 32, Issue 4, Pages 23–34 (Mi ppi351)  
This article is cited in 5 scientific papers (total in 6 papers)

Large Systems

Large Deviations for Past-Dependent Recursions

F. K. Klebaner, R. Sh. Liptser
Full-text PDF (942 kB) Citations (6)
Abstract: The large-deviation principle is established for stochastic models defined by past-dependent nonlinear recursions with small noise. In the Markov (locally Gaussian) case, we use the result to obtain an explicit expression for the asymptotics of the exit time.
Received: 19.05.1995
Revised: 19.02.1996
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: F. K. Klebaner, R. Sh. Liptser, “Large Deviations for Past-Dependent Recursions”, Probl. Peredachi Inf., 32:4 (1996), 23–34; Problems Inform. Transmission, 32:4 (1996), 320–330
Citation in format AMSBIB
\Bibitem{KleLip96}
\by F.~K.~Klebaner, R.~Sh.~Liptser
\paper Large Deviations for Past-Dependent Recursions
\jour Probl. Peredachi Inf.
\yr 1996
\vol 32
\issue 4
\pages 23--34
\mathnet{http://mi.mathnet.ru/ppi351}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1441520}
\zmath{https://zbmath.org/?q=an:1037.60500}
\transl
\jour Problems Inform. Transmission
\yr 1996
\vol 32
\issue 4
\pages 320--330
Linking options:
  • https://www.mathnet.ru/eng/ppi351
  • https://www.mathnet.ru/eng/ppi/v32/i4/p23
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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