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)

On sample average approximation for two-stage stochastic programs without relatively complete recourse
Large deviation for uniform graphs with given degrees
Finite Automata, Probabilistic Method, and Occurrence Enumeration of a Pattern in Words and Permutations
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
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
Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process
Tightness and exponential tightness of Gaussian probabilities
Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
Metastable transitions in inertial Langevin systems: What can be different from the overdamped case?
Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains
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
Self-similar growth fragmentations as scaling limits of Markov branching processes
Time-uniform Chernoff bounds via nonnegative supermartingales
Large deviations principle for the largest eigenvalue of the Gaussian $\beta $-ensemble at high temperature
Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization
Sanov and central limit theorems for output statistics of quantum Markov chains
Small time central limit theorems for semimartingales with applications
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
A Metropolis-class sampler for targets with non-convex support
One dimensional consensus based algorithm for non-convex optimization
More on the long time stability of Feynman-Kac semigroups
Optimal Monte Carlo method in estimating areas
Stochastic Sensitivity: A Computable Lagrangian Uncertainty Measure for Unsteady Flows
Stochastic Sensitivity Analysis of Noise-Induced Mixed-Mode Oscillations in Morris--Lecar Neuron Model
From the master equation to mean field game limit theory: large deviations and concentration of measure
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
Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures
Error estimates on ergodic properties of discretized Feynman-Kac semigroups
Entropic turnpike estimates for the kinetic Schrödinger problem
Large deviations, moderate deviations, and the KLS conjecture
TAP free energy, spin glasses and variational inference
Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
Integro-local limit theorems for supercritical branching process in a random environment
Sample path large deviations for Lévy processes and random walks with Weibull increments
Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator
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
Maximum of branching Brownian motion in a periodic environment
Large deviations for stochastic fluid networks with Weibullian tails
Large deviations of the range of the planar random walk on the scale of the mean
Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models
A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs
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
Erdős–Rényi law of large numbers in the averaging setup
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
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
Algorithms for approximate subtropical matrix factorization
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
Around the entropic talagrand inequality
Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
Nonlinear large deviations: beyond the hypercube
The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder
Asymptotics for volatility derivatives in multi-factor rough volatility models
Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions
Large deviation principle for multidimensional first compound renewal processes in the phase space

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