Large deviations techniques and applications.
DOI10.1007/978-3-642-03311-7zbMATH Open1177.60035OpenAlexW4210869902WikidataQ99980064 ScholiaQ99980064MaRDI QIDQ1040906FDOQ1040906
Authors: Amir Dembo, Ofer Zeitouni
Publication date: 26 November 2009
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-03311-7
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)
- Title not available (Why is that?)
- Large deviations of the empirical currents for a boundary-driven reaction diffusion model
- Convergence rates for subcritical threshold-one contact processes on lattices
- On replica symmetry of large deviations in random graphs
- Front velocity and directed polymers in random medium
- Large deviations for Markov-modulated diffusion processes with rapid switching
- A Curie-Weiss model of self-organized criticality
- Probabilistic model of threshold behavior in multiagent systems
- One-dimensional Coulomb multiparticle systems
- Indirect acquisition of information in quantum mechanics
- Large deviations in fast-slow systems
- Extreme nesting in the conformal loop ensemble
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- Non-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics
- A large deviation principle for the Erdős-Rényi uniform random graph
- A unifying picture of generalized thermodynamic uncertainty relations
- Large deviations of Poisson Telecom processes
- Large deviations for a non-centered Wishart matrix
- Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
- Gibbs-non-Gibbs transitions via large deviations: computable examples
- Kähler-Einstein metrics and the Kähler-Ricci flow on log Fano varieties
- Sticky Brownian Motion and Its Numerical Solution
- Large deviations of divergence measures on partitions
- A nonconventional local limit theorem
- Moderate deviations and Strassen's law for additive processes
- Large deviations for random walks on free products of finitely generated groups
- Stochastic sensitivity of 3D-cycles
- Higher criticism: \(p\)-values and criticism
- The Lq$L^q$ spectrum of self‐affine measures on sponges
- Typicality of thermal equilibrium and thermalization in isolated macroscopic quantum systems
- Diverse market models of competing Brownian particles with splits and mergers
- An elementary proof of the lower bound of Cramér's theorem in \(\mathbb R^d\)
- A new look at random projections of the cube and general product measures
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Large deviations for the two-dimensional two-component plasma
- A gradient flow approach to large deviations for diffusion processes
- 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
- Randomly biased walks on subcritical trees
- Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
- Low-temperature dynamics of the Curie-Weiss model: Periodic orbits, multiple histories, and loss of Gibbsianness
- Precise large deviations for dependent regularly varying sequences
- About the rate function in concentration inequalities for suprema of bounded empirical processes
- Fluid limit of threshold voter models on tori
- Stochastic modelling of T-cell activation
- Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions
- An introduction to large deviations for random graphs
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
- Moderate deviation principle for \(m\)-dependent random variables
- The high temperature crossover for general 2D Coulomb gases
- Entropic and displacement interpolation: a computational approach using the Hilbert metric
- 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
- Variational description of Gibbs-non-Gibbs dynamical transitions for spin-flip systems with a Kac-type interaction
- A simple proof of a Kramers' type law for self-stabilizing diffusions in double-wells landscape
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Coalescent results for diploid exchangeable population models
- Voiculescu's entropy and potential theory
- Weighted enumeration of spanning subgraphs in locally tree-like graphs
- Limit theorems for Hawkes processes including inhibition
- The Cramér condition for the Curie-Weiss model of SOC
- Limit shape of subpartition-maximizing partitions
- Scan B-statistic for kernel change-point detection
- Exit time asymptotics for small noise stochastic delay differential equations
- Ground states for mean field models with a transverse component
- From local interactions to population dynamics in site-based models of ecology
- Existence of a non-averaging regime for the self-avoiding walk on a high-dimensional infinite percolation cluster
- The instanton method and its numerical implementation in fluid mechanics
- Asymptotic genealogies for a class of generalized Wright-Fisher models
- Convergence to the equilibria for self-stabilizing processes in double-well landscape
- Large deviations from a stationary measure for a class of dissipative PDEs with random kicks
- On the number of switches in unbiased coin-tossing
- Large deviations for empirical measures of mean-field Gibbs measures
- Duality between large deviation control and risk-sensitive control for Markov decision processes
- Nonlinear large deviations
- Projections of the uniform distribution on the cube: a large deviation perspective
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Fluctuation results for general block spin Ising models
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Precise asymptotics on the Birkhoff sums for dynamical systems
- Pathwise large deviations for the rough Bergomi model
- Small ball probabilities, metric entropy and Gaussian rough paths
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- Fluctuations of the magnetization in the block Potts model
- The maximum of a branching random walk with stretched exponential tails
- Asymptotic behavior of the Brownian frog model
- The maximum entropy principle and volumetric properties of Orlicz balls
- Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
- Extreme event quantification in dynamical systems with random components
- The first exit time of fractional Brownian motion from a parabolic domain
- Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
- CLT for circular beta-ensembles at high temperature
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- The semi-infinite asymmetric exclusion process: large deviations via matrix products
- Large deviation principle for epidemic models
- On a type of superlinear growth variational problems
- Heat conservation and fluctuations between quantum reservoirs in the two-time measurement picture
- Fluctuations of the magnetization in the \(p\)-spin Curie-Weiss model
- Rare events of transitory queues
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
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