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)

Zero-inertia limit: from particle swarm optimization to consensus-based optimization
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Large deviation for uniform graphs with given degrees
Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
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
Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
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
Tightness and exponential tightness of Gaussian probabilities
Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry
Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains
Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations
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
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 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
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
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
Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
Sample path large deviations for Lévy processes and random walks with Weibull increments
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
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
An elementary proof of the lower bound of Cramér's theorem in $\mathbb R^d$
A new look at random projections of the cube and general product measures
Asymptotics of the Invariant Measure in Mean Field Models with Jumps
Large deviations for the two-dimensional two-component plasma
A gradient flow approach to large deviations for diffusion processes
Fluctuations of the front in a one-dimensional model for the spread of an infection
Precise deviations results for the maxima of some determinantal point processes: the upper tail
Randomly biased walks on subcritical trees

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