Large deviations techniques and applications.
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(only showing first 100 items - show all)- Duality between large deviation control and risk-sensitive control for Markov decision processes
- Statistical limits of sparse mixture detection
- Local geometry of NAE-SAT solutions in the condensation regime
- The porous medium equation: large deviations and gradient flow with degenerate and unbounded diffusion
- Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment
- Projections of the uniform distribution on the cube: a large deviation perspective
- Feature learning in finite-width Bayesian deep linear networks with multiple outputs and convolutional layers
- Large deviations of the range of the planar random walk on the scale of the mean
- Large deviation principle for random matrix products
- The law of the iterated logarithm for a class of SPDEs
- Generalized dimensions, large deviations and the distribution of rare events
- Fluctuation results for general block spin Ising models
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Large deviations for conditional guesswork
- On the topological pressure of axial product on trees
- Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
- Long-term balanced allocation via thinning
- scientific article; zbMATH DE number 1245559 (Why is no real title available?)
- Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls
- An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation
- A Maxwell principle for generalized Orlicz balls
- Large deviation principle for some measure-valued processes
- Small ball probabilities, metric entropy and Gaussian rough paths
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Large deviations of the empirical currents for a boundary-driven reaction diffusion model
- Maximum independent sets on random regular graphs
- Precise asymptotics on the Birkhoff sums for dynamical systems
- Zero-inertia limit: from particle swarm optimization to consensus-based optimization
- Color-avoiding percolation on the Erdős-Rényi random graph
- Pathwise large deviations for the rough Bergomi model
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- Large deviation for uniform graphs with given degrees
- Convergence rates for subcritical threshold-one contact processes on lattices
- Fluctuations of the magnetization in the block Potts model
- Localization in random geometric graphs with too many edges
- Sanov-type large deviations in Schatten classes
- Large deviations for the maximum of a branching random walk with stretched exponential tails
- Large deviations for longest runs in Markov chains
- Some large deviations principles for time-changed Gaussian processes
- Multi-point nonequilibrium umbrella sampling and associated fluctuation relations
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
- Asymptotic behavior of the Brownian frog model
- The maximum entropy principle and volumetric properties of Orlicz balls
- Region selection in Markov random fields: Gaussian case
- Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics
- scientific article; zbMATH DE number 7626752 (Why is no real title available?)
- Limit theorems for Fréchet mean sets
- Density of periodic measures and large deviation principle for generalised mod one transformations
- Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
- On replica symmetry of large deviations in random graphs
- Large deviations of radial \(SLE_{\infty}\)
- The maximum of a branching random walk with stretched exponential tails
- Front velocity and directed polymers in random medium
- Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
- Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
- Extreme event quantification in dynamical systems with random components
- Heat kernel for Liouville Brownian motion and Liouville graph distance
- Moderate deviations for stochastic variational inequalities
- Boundary touching probability and nested-path exponent for nonsimple CLE
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- Large deviations of bivariate Gaussian extrema
- 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
- Hölder's inequality and its reverse—A probabilistic point of view
- On involution kernels and large deviations principles on -shifts
- The first exit time of fractional Brownian motion from a parabolic domain
- Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation
- Quantifying the Threshold Phenomenon for Propagation in Nonlocal Diffusion Equations
- Sample-path large deviation principle for a 2-d stochastic interacting vortex dynamics with singular kernel
- On the risk of credibility premium rules
- Almost-everywhere uniqueness of Lagrangian trajectories for 3D Navier-Stokes revisited
- Extended Laplace principle for empirical measures of a Markov chain
- Large deviations of the empirical spectral measure of supercritical sparse Wigner matrices
- Moderate deviation principle for a class of stochastic partial differential equations
- A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems
- On longest consecutive patterns in Markov chains
- Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
- Coupling derivation of optimal-order central moment bounds in exponential last-passage percolation
- Large deviations of stochastic heat equations with logarithmic nonlinearity
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
- CLT for circular beta-ensembles at high temperature
- Superdiffusions with super-exponential growth: construction, mass and spread
- Large deviations for the largest eigenvalue of generalized sample covariance matrices
- The semi-infinite asymmetric exclusion process: large deviations via matrix products
- Martingale approach for first-passage problems of time-additive observables in Markov processes
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- Macroscopic behavior of Lipschitz random surfaces
- The most likely transition path for a class of distribution-dependent stochastic 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
- Large deviation properties for pattern statistics in primitive rational models
- Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations
- Heat conservation and fluctuations between quantum reservoirs in the two-time measurement picture
- Fluctuation theory in the Boltzmann-Grad limit
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- Large deviation principle for epidemic models
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