Large deviations techniques and applications.
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(only showing first 100 items - show all)- Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
- Exit time asymptotics for small noise stochastic delay differential equations
- Large deviations of continuous regular conditional probabilities
- Large deviations for the maximum of a branching random walk
- Coalescent results for diploid exchangeable population models
- Limit theorems for fast-slow partially hyperbolic systems
- Central limit theorem and large deviation principle for continuous time open quantum walks
- Verification of detectability in probabilistic finite automata
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- A large deviation principle for weighted Riesz interactions
- Small-time sampling behavior of a Fleming-Viot process
- Concentration and moderate deviations for Poisson polytopes and polyhedra
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Cut-off for lamplighter chains on tori: dimension interpolation and phase transition
- The semi-infinite asymmetric exclusion process: large deviations via matrix products
- Density large deviations for multidimensional stochastic hyperbolic conservation laws
- Moderate deviation principle for \(m\)-dependent random variables
- Large deviations of the empirical currents for a boundary-driven reaction diffusion model
- Fluctuation results for general block spin Ising models
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- A large deviation principle for the Erdős-Rényi uniform random graph
- Asymptotic behavior of the Brownian frog model
- The maximum entropy principle and volumetric properties of Orlicz balls
- Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics
- Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks
- 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
- Asymptotics for volatility derivatives in multi-factor rough volatility models
- A generalisation of the honeycomb dimer model to higher dimensions
- Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- A new look at random projections of the cube and general product measures
- Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
- 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
- When is the rate function of a random vector strictly convex?
- Large deviations, a phase transition, and logarithmic Sobolev inequalities in the block spin Potts model
- The de Almeida-Thouless line in hierarchical quantum spin glasses
- Integro-local limit theorems for supercritical branching process in a random environment
- Large deviations for random walks on free products of finitely generated groups
- The volume of simplices in high-dimensional Poisson-Delaunay tessellations
- 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
- Transfer operators from optimal transport plans for coherent set detection
- Large deviations for the right-most position of a last progeny modified branching random walk
- Analysis of stochastic neutral fractional functional differential equations
- Maximum of branching Brownian motion in a periodic environment
- Statistical limits of sparse mixture detection
- Entropic turnpike estimates for the kinetic Schrödinger problem
- Entropic optimal transport: convergence of potentials
- Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
- Large deviations for stochastic fluid networks with Weibullian tails
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- Fluctuations of the magnetization in the block Potts model
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- Asymptotic genealogies for a class of generalized Wright-Fisher models
- Berry-Esseen bound and precise moderate deviations for products of random matrices
- Multimodal information gain in Bayesian design of experiments
- Large deviations for Gibbs ensembles of the classical Toda chain
- Limit theorems for Hawkes processes including inhibition
- On involution kernels and large deviations principles on -shifts
- Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
- On a generalized central limit theorem and large deviations for homogeneous open quantum walks
- Binary interaction methods for high dimensional global optimization and machine learning
- Large deviations of Schramm-Loewner evolutions: a survey
- Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations
- Moments and large deviations for supercritical branching processes with immigration in random environments
- Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
- Spectral gap and cutoff phenomenon for the Gibbs sampler of interfaces with convex potential
- Lower bounds for invariant statistical models with applications to principal component analysis
- Concentration of Markov chains indexed by trees
- Dynamics in a stochastic diffusive plant-herbivore system
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Large deviation for uniform graphs with given degrees
- Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
- Localization in random geometric graphs with too many edges
- Cutoff for the mean-field zero-range process with bounded monotone rates
- Sanov-type large deviations in Schatten classes
- Self-similar growth fragmentations as scaling limits of Markov branching processes
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- Nonlinear large deviations: beyond the hypercube
- Limit shape of subpartition-maximizing partitions
- Fluctuation theory in the Boltzmann-Grad limit
- Large deviations of radial \(SLE_{\infty}\)
- Large deviations of generalized renewal process
- Large deviations, moderate deviations, and the KLS conjecture
- Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- Algorithms for approximate subtropical matrix factorization
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