Large deviations techniques and applications.

Convergence of probability measures (60B10) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (only showing first 100 items - show all)

Large deviation principle for random matrix products
Generalized dimensions, large deviations and the distribution of rare events
Large deviation principle for some measure-valued processes
Maximum independent sets on random regular graphs
Region selection in Markov random fields: Gaussian case
Multi-point nonequilibrium umbrella sampling and associated fluctuation relations
Localization in random geometric graphs with too many edges
Sanov-type large deviations in Schatten classes
Large deviations for the maximum of a branching random walk with stretched exponential tails
Large deviations for longest runs in Markov chains
Some large deviations principles for time-changed Gaussian processes
Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
Large deviations of radial \(SLE_{\infty}\)
Heat kernel for Liouville Brownian motion and Liouville graph distance
Quantifying the Threshold Phenomenon for Propagation in Nonlocal Diffusion Equations
On the risk of credibility premium rules
Large deviations of bivariate Gaussian extrema
Sample path large deviations for Lévy processes and random walks with regularly varying increments
Moderate deviation principle for a class of stochastic partial differential equations
Fluctuation theory in the Boltzmann-Grad limit
Large deviations for the maximum of a branching random walk
Cut-off for lamplighter chains on tori: dimension interpolation and phase transition
Coulomb gases under constraint: some theoretical and numerical results
Limit theorems for fast-slow partially hyperbolic systems
Large-deviation properties of largest component for random graphs
Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
Graph-combinatorial approach for large deviations of Markov chains
Large deviations of empirical neighborhood distribution in sparse random graphs
A large deviation principle for weighted Riesz interactions
Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
Talagrand concentration inequalities for stochastic partial differential equations
Branching Brownian motion in a periodic environment and existence of pulsating traveling waves
Concentration and moderate deviations for Poisson polytopes and polyhedra
Systematic measures of biological networks. I: Invariant measures and entropy.
Large-deviation asymptotics of condition numbers of random matrices
Dimension-free log-Sobolev inequalities for mixture distributions
Random dynamical systems: addressing uncertainty, nonlinearity and predictability
A conformally invariant growth process of SLE excursions
Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes
Central limit theorem and large deviation principle for continuous time open quantum walks
Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
Cutoff for the mean-field zero-range process with bounded monotone rates
Large deviations for nonlinear stochastic Schrödinger equation
Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence
Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks
Logarithmic potential theory and large deviation
A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
On a generalized central limit theorem and large deviations for homogeneous open quantum walks
Dynamics and absorption properties of stochastic equations with Hölder diffusion coefficients
Landauer's principle for trajectories of repeated interaction systems
Dynamics in a stochastic diffusive plant-herbivore system
A large deviations principle for the Maki-Thompson rumour model
Mean field systems on networks, with singular interaction through hitting times
Berry-Esseen bound and precise moderate deviations for products of random matrices
Strichartz and local smoothing estimates for stochastic dispersive equations with linear multiplicative noise
High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
Large deviations of Schramm-Loewner evolutions: a survey
Convexity of the extended K-energy and the large time behavior of the weak Calabi flow
Large deviations of generalized renewal process
Verification of detectability in probabilistic finite automata
Fluctuations of the self-normalized sum in the Curie-Weiss model of SOC
Limit theorems for random points in a simplex
Homogeneous open quantum random walks on a lattice
The rate of decay of the Wiener sausage in local Dirichlet space
On a decentralized trustless pseudo-random number generation algorithm
On limit measures and their supports for stochastic ordinary differential equations
Asymptotic expansions for Laplace transforms of Markov processes
Partial mean field limits in heterogeneous networks
Vector energy and large deviation
Concentration of Markov chains indexed by trees
Statistical limits of sparse mixture detection
Metastates in finite-type mean-field models: Visibility, invisibility, and random restoration of symmetry
Zero-inertia limit: from particle swarm optimization to consensus-based optimization
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Large deviation for uniform graphs with given degrees
Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
On involution kernels and large deviations principles on \(\beta\)-shifts
Extended Laplace principle for empirical measures of a Markov chain
Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
Large deviations of the current in stochastic collisional dynamics
Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
Constrained Consensus-Based Optimization
A note on large deviations for unbounded observables
Multimodal information gain in Bayesian design of experiments
Large deviations for Gibbs ensembles of the classical Toda chain
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
Tightness and exponential tightness of Gaussian probabilities
Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains
Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations
Extreme value distributions of observation recurrences
Binary interaction methods for high dimensional global optimization and machine learning
Moments and large deviations for supercritical branching processes with immigration in random environments
Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations
Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
Spectral gap and cutoff phenomenon for the Gibbs sampler of \(\nabla \varphi\) interfaces with convex potential
Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
Large deviations for extreme eigenvalues of deformed Wigner random matrices
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs

This page was built for publication: Large deviations techniques and applications.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1040906)