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Published in:
2019 | OriginalPaper | Chapter
7. Models with Special Features
Authors : Amarjit Budhiraja, Paul Dupuis
Published in: Analysis and Approximation of Rare Events
Publisher: Springer US
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Abstract
Chapters 4 through 6 considered small noise large deviations of stochastic recursive equations, small noise moderate deviations for processes of the same type, and large deviations for the empirical measure of a Markov chain. These chapters thus consider models that are both standard and fairly general for each setting. In this chapter we consider discrete time models that are somewhat less standard, with the aim being to show how the weak convergence methodology can be adapted.