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Moderate deviations for recursive stochastic algorithms. (English) Zbl 1335.60050

Summary: We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the upper bound is more complicated.

MSC:

60F99 Limit theorems in probability theory
60F10 Large deviations
60F05 Central limit and other weak theorems
60F17 Functional limit theorems; invariance principles
60J05 Discrete-time Markov processes on general state spaces
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