On Large Deviation Convergence of Invariant Measures

Anatolii A. Puhalskii ()
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Anatolii A. Puhalskii: University of Colorado at Denver, Campus Box 170

Journal of Theoretical Probability, 2003, vol. 16, issue 3, 689-724

Abstract: Abstract We present new results on the connection between large deviation principles for trajectories of stochastic processes and the associated invariant measures. Applications to diffusion and queuing processes are provided.

Keywords: invariant measures; large deviation principle; idempotent probability; diffusion processes; queuing (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1025624600545

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