Образец цитирования:
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Paul Dupuis, Dane Johnson, “Moderate deviations-based importance sampling for stochastic recursive equations”, Adv. Appl. Probab., 49:4 (2017), 981
Max Shpak, Steven Hecht Orzack, Ernest Barany, “The influence of demographic stochasticity on evolutionary dynamics and stability”, Theoretical Population Biology, 88 (2013), 47
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Ad Ridder, Jean Walrand, “Some Large Deviations Results in Markov Fluid Models”, Prob. Eng. Inf. Sci., 6:4 (1992), 543
Robert S. Maier, “Colliding stacks: A large deviations analysis”, Random Struct Algorithms, 2:4 (1991), 379
B�lint T�th, “Phase transition in an interacting Bose system. An application of the theory of Ventsel' and Freidlin”, J Stat Phys, 61:3-4 (1990), 749
S. Parekh, J. Walrand, “A quick simulation method for excessive backlogs in networks of queues”, IEEE Trans. Automat. Contr., 34:1 (1989), 54
Shyam Parekh, Jean Walrand, The IMA Volumes in Mathematics and Its Applications, 10, Stochastic Differential Systems, Stochastic Control Theory and Applications, 1988, 439
Paul Dupuis, Harold J. Kushner, “Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory”, SIAM J. Control Optim., 24:5 (1986), 979
Alan Weiss, “A new technique for analyzing large traffic systems”, Advances in Applied Probability, 18:2 (1986), 506
P. Blanchard, P. Combe, M. Sirugue, M. Sirugue-Collin, Lecture Notes in Mathematics, 1136, Quantum Probability and Applications II, 1985, 104
Ph. Blanchard, M. Sirugue, “Large deviations from classical paths. Hamiltonian flows as classical limits of quantum flows”, Commun.Math. Phys., 101:2 (1985), 173
А. А. Боровков, “Граничные задачи, принцип инвариантности, большие уклонения”, УМН, 38:4(232) (1983), 227–254; A. A. Borovkov, “Boundary-value problems, the invariance principle, and large deviations”, Russian Math. Surveys, 38:4 (1983), 259–290
M. Cottrell, J.-C. Fort, G. Malgouyres, “Large deviations and rare events in the study of stochastic algorithms”, IEEE Trans. Automat. Contr., 28:9 (1983), 907
А. Д. Вентцель, “Грубые предельные теоремы о больших уклонениях для марковских случайных процессов. IV”, Теория вероятн. и ее примен., 27:2 (1982), 209–227; A. D. Wentzel', “Rough limit theorems on large deviations for Markov stochastic processes. IV”, Theory Probab. Appl., 27:2 (1983), 209–227
А. Д. Вентцель, “Грубые предельные теоремы о больших уклонениях для марковских случайных процессов. III”, Теория вероятн. и ее примен., 24:4 (1979), 673–691; A. D. Wentzell, “Rough limit theorems on large deviations for Markov stochastic processes. III”, Theory Probab. Appl., 24:4 (1980), 675–692
Л. В. Осипов, “О вероятностях больших уклонений для сумм независимых случайных векторов”, Теория вероятн. и ее примен., 23:3 (1978), 510–526; L. V. Osipov, “On the probabilities of large deviations for sums of independent random vectors”, Theory Probab. Appl., 23:3 (1979), 490–506
А. А. Могульский, “Замечания о больших уклонениях статистики ω2”, Теория вероятн. и ее примен., 22:1 (1977), 170–175; A. A. Mogul'skiǐ, “Remarks on large deviations for the ω2-statistics”, Theory Probab. Appl., 22:1 (1977), 166–171
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