Skip to main content
Article thumbnail
Location of Repository

On the Precise Laplace Approximation for Large Deviations of Markov Chain The Nondegenerate Case

By Song Liang and Jingjun Liu
Topics: Laplace Approximations, Large Deviations, Markov Chain, 415, 60F10(MSC2000), 60J15(MSC2000), 30J20(MSC2000)
Publisher: Graduate School of Mathematical Sciences, The University of Tokyo
Year: 2003
OAI identifier: oai:repository.dl.itc.u-tokyo.ac.jp:2261/1139
Provided by: UT Repository

Suggested articles

Citations

  1. (1993). Convergence of path measures arising from a mean field and polaron type interaction, Probab. Theory Related Fields doi
  2. (2001). Laplace approximations for diffusion case (nondegenerate case),
  3. (1995). Laplace approximations for large deviations of nonreversible Markov processes, The nondegenerate case, doi
  4. (1989). Large Deviations, doi
  5. (1964). Linear Operator Part1: Gernal Theory. Interscience ublishers,
  6. (1991). Precise estimate for the large deviations of Donsker-Varadhan type,
  7. (1987). Symmetric Markov processes with mean fields potenials,

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.