Large deviations techniques and applications.
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Publication:1040906
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(only showing first 100 items - show all)- Large deviation principle for multidimensional first compound renewal processes in the phase space
- Large deviation principle for multidimensional second compound renewal processes in the phase space
- Heat conservation and fluctuations between quantum reservoirs in the two-time measurement picture
- Large deviations for randomly connected neural networks. I: Spatially extended systems
- Large deviations for randomly connected neural networks. II: State-dependent interactions
- Higher order concentration for functions of weakly dependent random variables
- Hypercube LSH for approximate near neighbors
- Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
- Large deviation principles for lacunary sums
- Hydrodynamic limit of mean zero condensing zero range processes with sub-critical initial profiles
- Fluctuations of the magnetization in the \(p\)-spin Curie-Weiss model
- Around the entropic talagrand inequality
- Large deviations of continuous regular conditional probabilities
- Erdős-Rényi law of large numbers in the averaging setup
- Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
- Symmetries and zero modes in sample path large deviations
- The maximum of a branching random walk with stretched exponential tails
- Density large deviations for multidimensional stochastic hyperbolic conservation laws
- Asymptotics for volatility derivatives in multi-factor rough volatility models
- Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
- Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions
- Large deviation principles for hypersingular Riesz gases
- Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
- The first exit time of fractional Brownian motion from a parabolic domain
- Algorithms for approximate subtropical matrix factorization
- Asymptotic behavior of the Brownian frog model
- Upper tails of self-intersection local times of random walks: survey of proof techniques
- The maximum entropy principle and volumetric properties of Orlicz balls
- CLT for circular beta-ensembles at high temperature
- Fluctuation results for general block spin Ising models
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
- Lower bounds for invariant statistical models with applications to principal component analysis
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
- A note on the mean-field limit for the particle swarm optimization
- Large deviations of empirical measures of diffusions in weighted topologies
- On the small time asymptotics of the dynamical \(\Phi_1^4\) model
- Large deviation principle for Volterra type fractional stochastic volatility models
- Fluctuations of the magnetization in the block Potts model
- Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
- A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
- A generalisation of the honeycomb dimer model to higher dimensions
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- The semi-infinite asymmetric exclusion process: large deviations via matrix products
- Precise asymptotics on the Birkhoff sums for dynamical systems
- Rare events of transitory queues
- Importance sampling for McKean-Vlasov SDEs
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
- Limit theorems for random simplices in high dimensions
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
- Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
- Extreme event quantification in dynamical systems with random components
- Entropic optimal transport: convergence of potentials
- Pathwise large deviations for the rough Bergomi model
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Nonlinear large deviations: beyond the hypercube
- Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
- Small ball probabilities, metric entropy and Gaussian rough paths
- Large deviation principle for epidemic models
- A large‐deviations principle for all the cluster sizes of a sparse Erdős–Rényi graph
- Stochastic quantum Zeno by large deviation theory
- On a type of superlinear growth variational problems
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder
- Large deviation for return times
- Small-time sampling behavior of a Fleming-Viot process
- Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
- 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
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