Equivalence classes for large deviations
David Andrieux
TL;DR
This paper introduces the concept of equivalence classes in large deviations, demonstrating that stochastic processes within the same class exhibit identical large deviation behaviors.
Contribution
It establishes the existence of equivalence classes for large deviations, providing a new framework to analyze stochastic dynamics.
Findings
Equivalence classes exist for large deviations.
Processes within the same class share large deviation properties.
Framework simplifies analysis of stochastic dynamics.
Abstract
We show the existence of equivalence classes for large deviations. Stochastic dynamics within an equivalence class share the same large deviation properties.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Topology and Set Theory · Probability and Statistical Research