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Large deviations for hieratchical systems of interacting jump processes.

Authors :
Djehiche, Boualem
Schied, Alexander
Source :
Journal of Theoretical Probability; Jan98, Vol. 11 Issue 1, p1, 24p
Publication Year :
1998

Abstract

Focuses on a study which investigates the large deviations principle from the MCKean-Vlasov limit for a collection of jump processes in relation to a two-level hierarchy interaction. What a large scale hierarchical systems consist of; Looks at the behavior of some Markovian systems of jump processes in relation to the two-level hierarch interaction; Information on the criterion for the exponential tightness.

Details

Language :
English
ISSN :
08949840
Volume :
11
Issue :
1
Database :
Complementary Index
Journal :
Journal of Theoretical Probability
Publication Type :
Academic Journal
Accession number :
349851
Full Text :
https://doi.org/10.1023/A:1021690707556