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Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations.
Jialin Hong
Diancong Jin
Derui Sheng
Liying Sun
Published in:
CoRR (2020)
Keyphrases
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large deviations
heavy tailed
importance sampling
queue length
queueing systems
machine learning
state dependent
markov processes
learning algorithm
feature selection
multiscale
support vector
generalization bounds