Asymptotic probabilities and differential equations
From MaRDI portal
Publication:5524945
DOI10.1002/CPA.3160190303zbMath0147.15503OpenAlexW1970111697WikidataQ55981555 ScholiaQ55981555MaRDI QIDQ5524945
Publication date: 1966
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160190303
Related Items (only showing first 100 items - show all)
Large deviations for a Brownian motion in a drifted Brownian potential ⋮ The drift of a one-dimensional self-avoiding random walk ⋮ Large deviation principle for stochastic evolution equations ⋮ Path integral formulae for heat kernels and their derivatives ⋮ Dynamical multifractal zeta-functions, multifractal pressure and fine multifractal spectra ⋮ Large deviation estimates involving deformed exponential functions ⋮ Extended large deviations ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ Functional continuity and large deviations for the behavior of single-class queueing networks ⋮ Large deviations for fields with stationary independent increments ⋮ The method of stochastic exponentials for large deviations ⋮ The drift of a one-dimensional self-repellent random walk with bounded increments ⋮ A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy ⋮ Compactness in the theory of large deviations ⋮ On involution kernels and large deviations principles on \(\beta\)-shifts ⋮ Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ Well-posedness and large deviations of the stochastic modified Camassa-Holm equation ⋮ Large deviations: From empirical mean and measure to partial sums process ⋮ Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion) ⋮ Large deviation estimates for a conditional probability distribution. Applications to random interaction Gibbs measures ⋮ Large deviations and law of large numbers for a mean field type interacting particle system ⋮ A probability inequality for obtaining lower bounds in the large deviation principle ⋮ Large deviations of Schramm-Loewner evolutions: a survey ⋮ Large deviations for almost Markovian processes ⋮ Nonlinear diffusion limit for a system with nearest neighbor interactions ⋮ The equivalence of ensembles for lattice systems: Some examples and a counterexample ⋮ Sequences of capacities, with connections to large-deviation theory ⋮ The free energy of quantum spin systems and large deviations ⋮ A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals ⋮ Large deviation analysis of the single server queue ⋮ A new method for the thermodynamics of the BCS model ⋮ Exit time asymptotics for small noise stochastic delay differential equations ⋮ Estimation of the realized (co-)volatility vector: large deviations approach ⋮ Asymptotically stable invariant tori of a vector field \(V(x)\) and the quasimodes of the operators \(V(x) \cdot \nabla- \varepsilon \Delta\) ⋮ Probabilities of large deviations in topological spaces. I ⋮ Asymptotic expansions for Laplace transforms of Markov processes ⋮ The Yang-Yang thermodynamic formalism and large deviations ⋮ Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Weak convergence of nonadditive measures based on nonlinear integral functionals ⋮ Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels ⋮ On the upper bound in Varadhan's lemma ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ Efficient large deviation estimation based on importance sampling ⋮ A perturbed mean field model of an interacting Boson gas and the large deviation principle ⋮ The pressure in the Huang-Yang-Luttinger model of an interacting Boson gas ⋮ Hydrodynamic limit for a system with finite range interactions ⋮ Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\) ⋮ Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages. ⋮ Large deviation principles for the stochastic quasi-geostrophic equations ⋮ Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients ⋮ Logarithmic asymptotic of the Laplace integrals ⋮ On the form of the large deviation rate function for the empirical measures of weakly interacting systems ⋮ Optimal importance sampling with explicit formulas in continuous time ⋮ Large deviations of time-averaged statistics for Gaussian processes ⋮ Splitting of the lowest energy levels of the Schrödinger equation and asymptotic behavior of the fundamental solution of the equation \(hu_ t=h^ 2\Delta u/2-V(x)u\) ⋮ Inverse spectral problems on a closed manifold ⋮ On the mean-field equations for ferromagnetic spin systems ⋮ A conversation with S. R. S. Varadhan ⋮ Large deviations: An introduction to 2007 Abel prize ⋮ Branching random walk in random environment phase transitions for local and global growth rates ⋮ Multifractal spectra and multifractal zeta-functions ⋮ Quadratic and rate-independent limits for a large-deviations functional ⋮ A large deviations principle for stochastic flows of viscous fluids ⋮ On the coverage of Strassen-type sets by sequences of Wiener processes ⋮ Large deviations for a simple closed queueing model ⋮ Functional laws of the iterated logarithm for large increments of empirical and quantile processes ⋮ Application of homogenization and large deviations to a parabolic semilinear equation ⋮ Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments ⋮ On a probabilistic approach to a problem of semi-classical analysis ⋮ On large deviation principles in metric spaces ⋮ The Laplace method for Gaussian measures and integrals in Banach spaces ⋮ Small time asymptotics for SPDEs with locally monotone coefficients ⋮ Large deviations for stochastic evolution equations with small multiplicative noise ⋮ Well-posedness and large deviations for a class of SPDEs with Lévy noise ⋮ Logarithmic asymptotics for a single-server processing distinguishable sources ⋮ Large deviations built on max-stability ⋮ Large deviation probabilities in estimation of Poisson random measures ⋮ Large deviations for interacting particle systems: Applications to non-linear filtering ⋮ Large deviations in partial sums of \(U\)-processes in stronger topologies ⋮ An inequality connecting entropy distance, Fisher information and large deviations ⋮ The large deviation principle and some models of an interacting boson gas ⋮ Asymptotic spreading of KPP reactive fronts in incompressible space-time random flows ⋮ Asymptotic of Varadhan-type and the Gibbs variational principle ⋮ Large deviations for noninteracting infinite-particle systems ⋮ Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation ⋮ On a nonideal Bose gas model ⋮ Moderate deviations for a stochastic Burgers equation ⋮ Analysis of stochastic neutral fractional functional differential equations ⋮ Large deviations conditioned on large deviations. I: Markov chain and Langevin equation ⋮ Infinite-dimensional divergence information analysis ⋮ Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Large deviations for stochastic fractional integrodifferential equations ⋮ Small perturbation of stochastic parabolic equations: A power series analysis ⋮ The full diagonal model of a Bose gas ⋮ Green-Kubo formula derived from large deviation statistics ⋮ Probabilistic models with nonlocal correlations: numerical evidence of \(q\)-large deviation theory ⋮ Majoration en temps petit de la densité d'une diffusion dégénérée ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters
Cites Work
This page was built for publication: Asymptotic probabilities and differential equations
