Large Deviations for Trajectories of Multi-Dimensional Random Walks
From MaRDI portal
Cited in
(41)- Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
- Large deviations of semimartingales via convergence of the predictable characteristics
- Large deviations: From empirical mean and measure to partial sums process
- Sample-path large deviations in credit risk
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
- Laws of the iterated logarithm on covering graphs with groups of polynomial volume growth
- Sample path large deviations and intree networks
- Sample path large deviations in finer topologies
- On large deviation principles in metric spaces
- Large deviations in partial sums of \(U\)-processes in stronger topologies
- Estimation of the realized (co-)volatility vector: large deviations approach
- Trajectories of exchangeable sequences: Large and moderate deviations results
- Large deviation on a covering graph with group of polynomial growth
- Stationary tail probabilities in exponential server tandems with renewal arrivals
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
- On self-repellent one-dimensional random walks
- Large deviations for vector-valued Lévy processes
- Uniform large and moderate deviations for functional empirical processes
- Fluctuations in interacting particle systems with memory
- Biased random walk on the trace of biased random walk on the trace of \(\dots\)
- Large deviation principles in boundary problems for compound renewal processes
- Small random perturbations of random evolution equations
- A non-exponential extension of Sanov's theorem via convex duality
- The effect of memory on functional large deviations of infinite moving average processes
- The Cramér-Lundberg model with a fluctuating number of clients
- The method of stochastic exponentials for large deviations
- Sample path large deviations for multiclass feedforward queueing networks in critical loading
- Concentration under scaling limits for weakly pinned Gaussian random walks
- Functional Erdős-Rényi laws for semiexponential random variables
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
- Scaling limits for weakly pinned random walks with two large deviation minimizers
- On sample-path moderate deviation principles for random walks
- A large deviation principle with queueing applications
- Sample path large deviations for a family of long-range dependent traffic and associated queue length processes
- Sample Path Large Deviations for Order Statistics
- Large deviations and stochastic homogenization
- Large deviation analysis of the single server queue
- Large deviations of convex hulls of planar random walks and Brownian motions
- Large deviations for trajectories of sums of independent random variables
- On the completion of Skorokhod space
This page was built for publication: Large Deviations for Trajectories of Multi-Dimensional Random Walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4142395)
