Large deviations techniques and applications.
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Publication:1040906
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(only showing first 100 items - show all)- 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
- Self-similar growth fragmentations as scaling limits of Markov branching processes
- Small time central limit theorems for semimartingales with applications
- Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
- Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
- Large deviations of convex hulls of planar random walks and Brownian motions
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- The volume of simplices in high-dimensional Poisson-Delaunay tessellations
- Large deviations for the right-most position of a last progeny modified branching random walk
- Transfer operators from optimal transport plans for coherent set detection
- Analysis of stochastic neutral fractional functional differential equations
- Error estimates on ergodic properties of discretized Feynman-Kac semigroups
- Multimodal information gain in Bayesian design of experiments
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Large deviations for Gibbs ensembles of the classical Toda chain
- 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 deviation for uniform graphs with given degrees
- 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
- Stochastic Sensitivity Analysis of Noise-Induced Mixed-Mode Oscillations in Morris--Lecar Neuron Model
- Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process
- Entropic turnpike estimates for the kinetic Schrödinger problem
- Zero-inertia limit: from particle swarm optimization to consensus-based optimization
- Принцип больших уклонений для конечномерных распределений многомерных обобщенных процессов восстановления
- Integro-local limit theorems for supercritical branching process in a random environment
- Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
- On involution kernels and large deviations principles on \(\beta\)-shifts
- Large deviations, a phase transition, and logarithmic Sobolev inequalities in the block spin Potts model
- When is the rate function of a random vector strictly convex?
- The de Almeida-Thouless line in hierarchical quantum spin glasses
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Sanov and central limit theorems for output statistics of quantum Markov chains
- Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains
- A note on large deviations for unbounded observables
- Extended Laplace principle for empirical measures of a Markov chain
- Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
- Large deviations of the range of the planar random walk on the scale of the mean
- 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
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