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)

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
Extreme event quantification in dynamical systems with random components
The first exit time of fractional Brownian motion from a parabolic domain
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
Large deviations for randomly connected neural networks. I: Spatially extended systems
Large deviations for randomly connected neural networks. II: State-dependent interactions
Hypercube LSH for approximate near neighbors
Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
Algorithms for approximate subtropical matrix factorization
Uncertainty quantification for Markov processes via variational principles and functional inequalities
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
A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
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
Large deviation principle for multidimensional second compound renewal processes in the phase space
Higher order concentration for functions of weakly dependent random variables
Lower bounds for invariant statistical models with applications to principal component analysis
Large deviation principle for Volterra type fractional stochastic volatility models
Large deviations of continuous regular conditional probabilities
A generalisation of the honeycomb dimer model to higher dimensions
Erdős-Rényi law of large numbers in the averaging setup
Large deviations for a fractional stochastic heat equation in spatial dimension $\mathbb{R}^d$ driven by a spatially correlated noise
Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
Hydrodynamic limit of mean zero condensing zero range processes with sub-critical initial profiles
Density large deviations for multidimensional stochastic hyperbolic conservation laws
Limit theorems for random simplices in high dimensions
Symmetries and zero modes in sample path large deviations
Importance sampling for McKean-Vlasov SDEs
Stochastic quantum Zeno by large deviation theory
Entropic optimal transport: convergence of potentials
Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
Small-time sampling behavior of a Fleming-Viot process
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
Upper tails of self-intersection local times of random walks: survey of proof techniques
A large‐deviations principle for all the cluster sizes of a sparse Erdős–Rényi graph
Large deviation principles for lacunary sums
Large deviation principles for hypersingular Riesz gases
Large deviation for return times
Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
Title not available (Why is that?)
Large deviations of the empirical currents for a boundary-driven reaction diffusion model
Convergence rates for subcritical threshold-one contact processes on lattices
On replica symmetry of large deviations in random graphs
Front velocity and directed polymers in random medium
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
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
Approximation of rectangular beta-Laguerre ensembles and large deviations
Non-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics
A large deviation principle for the Erdős-Rényi uniform random graph
A unifying picture of generalized thermodynamic uncertainty relations
Large deviations of Poisson Telecom processes
Large deviations for a non-centered Wishart matrix
Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
Gibbs-non-Gibbs transitions via large deviations: computable examples
Kähler-Einstein metrics and the Kähler-Ricci flow on log Fano varieties
Sticky Brownian Motion and Its Numerical Solution
Large deviations of divergence measures on partitions
A nonconventional local limit theorem
Moderate deviations and Strassen's law for additive processes
Large deviations for random walks on free products of finitely generated groups
Stochastic sensitivity of 3D-cycles
Higher criticism: $p$-values and criticism
The Lq$L^q$ spectrum of self‐affine measures on sponges
Typicality of thermal equilibrium and thermalization in isolated macroscopic quantum systems
Diverse market models of competing Brownian particles with splits and mergers

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