Large deviations techniques and applications.
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Publication:1040906
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(only showing first 100 items - show all)- Variational description of Gibbs-non-Gibbs dynamical transitions for spin-flip systems with a Kac-type interaction
- From local interactions to population dynamics in site-based models of ecology
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Voiculescu's entropy and potential theory
- Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
- Large deviations for a non-centered Wishart matrix
- Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions
- A simple proof of a Kramers' type law for self-stabilizing diffusions in double-wells landscape
- Large deviations for random walks on free products of finitely generated groups
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Existence of a non-averaging regime for the self-avoiding walk on a high-dimensional infinite percolation cluster
- The Cramér condition for the Curie-Weiss model of SOC
- A Curie-Weiss model of self-organized criticality
- Weighted enumeration of spanning subgraphs in locally tree-like graphs
- Probabilistic model of threshold behavior in multiagent systems
- Precise large deviations for dependent regularly varying sequences
- scientific article; zbMATH DE number 1245559 (Why is no real title available?)
- Large deviations of mean-field interacting particle systems in a fast varying environment
- The Lq$L^q$ spectrum of self‐affine measures on sponges
- An introduction to large deviations for random graphs
- Gibbs-non-Gibbs transitions via large deviations: computable examples
- One-dimensional Coulomb multiparticle systems
- Indirect acquisition of information in quantum mechanics
- Large deviations in fast-slow systems
- Large deviations for the two-dimensional two-component plasma
- Extreme nesting in the conformal loop ensemble
- Asymptotic genealogies for a class of generalized Wright-Fisher models
- Stochastic sensitivity of 3D-cycles
- Limit shape of subpartition-maximizing partitions
- About the rate function in concentration inequalities for suprema of bounded empirical processes
- Front velocity and directed polymers in random medium
- Coalescent results for diploid exchangeable population models
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Projections of the uniform distribution on the cube: a large deviation perspective
- A unifying picture of generalized thermodynamic uncertainty relations
- Higher criticism: \(p\)-values and criticism
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
- The instanton method and its numerical implementation in fluid mechanics
- Convergence to the equilibria for self-stabilizing processes in double-well landscape
- Large deviations of Poisson Telecom processes
- Ground states for mean field models with a transverse component
- A new look at random projections of the cube and general product measures
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- On replica symmetry of large deviations in random graphs
- Fluid limit of threshold voter models on tori
- Non-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics
- On the number of switches in unbiased coin-tossing
- Kähler-Einstein metrics and the Kähler-Ricci flow on log Fano varieties
- The high temperature crossover for general 2D Coulomb gases
- Randomly biased walks on subcritical trees
- Typicality of thermal equilibrium and thermalization in isolated macroscopic quantum systems
- Diverse market models of competing Brownian particles with splits and mergers
- Scan B-statistic for kernel change-point detection
- Exit time asymptotics for small noise stochastic delay differential equations
- A gradient flow approach to large deviations for diffusion processes
- Sticky Brownian Motion and Its Numerical Solution
- Large deviations of divergence measures on partitions
- Fluctuations of the front in a one-dimensional model for the spread of an infection
- Precise deviations results for the maxima of some determinantal point processes: the upper tail
- Stochastic modelling of T-cell activation
- Large deviations for empirical measures of mean-field Gibbs measures
- Entropic and displacement interpolation: a computational approach using the Hilbert metric
- Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
- A nonconventional local limit theorem
- Low-temperature dynamics of the Curie-Weiss model: Periodic orbits, multiple histories, and loss of Gibbsianness
- Duality between large deviation control and risk-sensitive control for Markov decision processes
- Convergence rates for subcritical threshold-one contact processes on lattices
- Limit theorems for Hawkes processes including inhibition
- Moderate deviations and Strassen's law for additive processes
- Large deviations of the empirical currents for a boundary-driven reaction diffusion model
- Large deviations from a stationary measure for a class of dissipative PDEs with random kicks
- Free energy and complexity of spherical bipartite models
- Hamiltonian and Lagrangian for the trajectory of the empirical distribution and the empirical measure of Markov processes
- Moderate deviation principle for \(m\)-dependent random variables
- A large deviation principle for the Erdős-Rényi uniform random graph
- Nonlinear large deviations
- An elementary proof of the lower bound of Cramér's theorem in \(\mathbb R^d\)
- Large deviations for stochastic fluid networks with Weibullian tails
- Large deviations, moderate deviations, and the KLS conjecture
- A Metropolis-class sampler for targets with non-convex support
- One dimensional consensus based algorithm for non-convex optimization
- Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
- More on the long time stability of Feynman-Kac semigroups
- Optimal Monte Carlo method in estimating areas
- Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
- Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
- Constrained Consensus-Based Optimization
- Large deviations of the current in stochastic collisional dynamics
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- Tightness and exponential tightness of Gaussian probabilities
- TAP free energy, spin glasses and variational inference
- Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
- Extreme value distributions of observation recurrences
- Maximum of branching Brownian motion in a periodic environment
- Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures
- Sample path large deviations for Lévy processes and random walks with Weibull increments
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