Large Deviations for Finite State Markov Jump Processes with Mean-Field Interaction Via the Comparison Principle for an Associated Hamilton–Jacobi Equation
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9613
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Large Deviations for Finite State Markov Jump Processes with Mean-Field Interaction Via the Comparison Principle for an Associated Hamilton–Jacobi Equation ; day:30 ; month:5 ; year:2016 ; pages:1-25
Journal of statistical physics ; (30.5.2016), 1-25
- Creator
-
Kraaij, Richard
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s10955-016-1542-8
- URN
-
urn:nbn:de:1111-2016060211097
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:46 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Kraaij, Richard
- SpringerLink (Online service)
Other Objects (12)
Martin Kernels for Markov Processes with Jumps
Moment-Based Variational Inference for Markov Jump Processes
Large Deviations for a Slow–Fast System with Jump-Diffusion Processes
A stochastic maximum principle for Markov chains of mean-field type
Fault detection schemes for discrete-time linear Markov jump systems
Continuous-time Markov Jump linear systems
Reversible Jump Markov Chain Monte Carlo
Unbiased Bayesian inference for population Markov jump processes via random truncations
Efficient sampling of conditioned Markov jump processes
Nonlinear semimartingales and Markov processes with jumps
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
Direct statistical inference for finite Markov jump processes via the matrix exponential
Martin Kernels for Markov Processes with Jumps
Moment-Based Variational Inference for Markov Jump Processes
Large Deviations for a Slow–Fast System with Jump-Diffusion Processes
A stochastic maximum principle for Markov chains of mean-field type
Fault detection schemes for discrete-time linear Markov jump systems
Continuous-time Markov Jump linear systems
Reversible Jump Markov Chain Monte Carlo
Unbiased Bayesian inference for population Markov jump processes via random truncations
Efficient sampling of conditioned Markov jump processes
Nonlinear semimartingales and Markov processes with jumps
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
Direct statistical inference for finite Markov jump processes via the matrix exponential
Martin Kernels for Markov Processes with Jumps
Moment-Based Variational Inference for Markov Jump Processes
Large Deviations for a Slow–Fast System with Jump-Diffusion Processes
A stochastic maximum principle for Markov chains of mean-field type
Fault detection schemes for discrete-time linear Markov jump systems
Continuous-time Markov Jump linear systems
Reversible Jump Markov Chain Monte Carlo
Unbiased Bayesian inference for population Markov jump processes via random truncations
Efficient sampling of conditioned Markov jump processes
Nonlinear semimartingales and Markov processes with jumps
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution