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Large deviations. (English) Zbl 0496.60024

Advances in filtering and optimal stochastic control, Proc. IFIP-WG 7/1 Work. Conf., Cocoyoc/Mex. 1982, Lect. Notes Contr. Inf. Sci. 42, 382-392 (1982).

MSC:

60F10 Large deviations
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J27 Continuous-time Markov processes on discrete state spaces

Citations:

Zbl 0488.00026