Moderate deviations of dependent random variables related to CLT
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(71)- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
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- Transport-information inequalities for Markov chains
- Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds
- MDP for integral functionals of fast and slow processes with averaging
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
- Moderate deviations for lattice gases with mixing conditions
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
- Moderate deviations for a stochastic Burgers equation
- Invariance principles for spatial multitype Galton-Watson trees
- Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
- The storage capacity of the Hopfield model and moderate deviations
- Gradient estimates of Poisson equations on Riemannian manifolds and applications
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Tridiagonal random matrix: Gaussian fluctuations and deviations
- Moderate deviations for Poisson-Dirichlet distribution
- Moderate deviations for particle filtering
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- Moderate deviation principles for moving average processes of real stationary sequences
- Sample path large and moderate deviations for risk model with delayed claims
- Moderate deviations of density-dependent Markov chains
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
- Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
- Moderate deviations and hypothesis testing for signal detection problem
- Limit law and rate of clustering for geometrically weighted random series
- A moderate deviation for associated random variables
- Moderate deviations for a stochastic wave equation in dimension three
- Large deviations for distributions of sums of random variables: Markov chain method
- Functional law of iterated logarithm for additive functionals of reversible Markov processes
- Spectral gap of positive operators and applications
- Moderate deviations for empirical measures of Markov chains: Lower bounds
- Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
- Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
- Moderate deviations for martingales and mixing random processes
- Diffusive-ballistic transition in random polymers with drift and repulsive long-range interactions
- Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
- Moderate deviations for the SSEP with a slow bond
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
- Moderate deviations for degenerate \(U\)-processes.
- Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
- Asymptotics of sample entropy production rate for stochastic differential equations
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Limit behaviors of random connected graphs driven by a Poisson process
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- Moderate deviations for randomly perturbed dynamical systems
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Lipschitzian norm estimate of one-dimensional Poisson equations and applications
- Large deviations in non-uniformly hyperbolic dynamical systems
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Spectral gap and convex concentration inequalities for birth-death processes
- Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
- Moderate deviations and Erdős-Rényi-Shepp laws for weighted sums
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
- Moderate deviations for nonhomogeneous Markov chains
- Moderate deviations for stochastic fractional heat equation driven by fractional noise
- Moderate deviation principle for multivalued stochastic differential equations
- Functional local law of the iterated logarithm for geometrically weighted random series.
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Small-time moderate deviations for the randomised Heston model
- Moderate deviations for Markov chains with atom.
- Moderate deviations for estimators under exponentially stochastic differentiability conditions
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Moderate deviations on different scales: no relations
- Moderate deviation principles for stochastic differential equations with jumps
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
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