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Moderate Deviations for Recursive Markov Systems

  • Amarjit BudhirajaEmail author
  • Paul Dupuis
Chapter
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 94)

Abstract

In this chapter we consider \(\mathbb {R}^{d}\)-valued discrete time processes of the same form as in Chap.  4, but instead of analyzing the large deviation behavior, we consider deviations closer to the LLN limit.

Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Statistics and Operations ResearchUniversity of North CarolinaChapel HillUSA
  2. 2.Division of Applied MathematicsBrown UniversityProvidenceUSA

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