Large deviations techniques and applications.
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Publication:1040906
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(only showing first 100 items - show all)- 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
- Heat conservation and fluctuations between quantum reservoirs in the two-time measurement picture
- Large deviations for randomly connected neural networks. I: Spatially extended systems
- Large deviations for randomly connected neural networks. II: State-dependent interactions
- Higher order concentration for functions of weakly dependent random variables
- Hypercube LSH for approximate near neighbors
- Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
- Large deviation principles for lacunary sums
- Hydrodynamic limit of mean zero condensing zero range processes with sub-critical initial profiles
- Fluctuations of the magnetization in the \(p\)-spin Curie-Weiss model
- Around the entropic talagrand inequality
- Large deviations of continuous regular conditional probabilities
- Erdős-Rényi law of large numbers in the averaging setup
- Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
- Symmetries and zero modes in sample path large deviations
- The maximum of a branching random walk with stretched exponential tails
- Density large deviations for multidimensional stochastic hyperbolic conservation laws
- Asymptotics for volatility derivatives in multi-factor rough volatility models
- Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
- Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions
- Large deviation principles for hypersingular Riesz gases
- Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
- The first exit time of fractional Brownian motion from a parabolic domain
- Algorithms for approximate subtropical matrix factorization
- Asymptotic behavior of the Brownian frog model
- Upper tails of self-intersection local times of random walks: survey of proof techniques
- The maximum entropy principle and volumetric properties of Orlicz balls
- CLT for circular beta-ensembles at high temperature
- Fluctuation results for general block spin Ising models
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
- Lower bounds for invariant statistical models with applications to principal component analysis
- 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
- Large deviation principle for Volterra type fractional stochastic volatility models
- Fluctuations of the magnetization in the block Potts model
- Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
- A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
- A generalisation of the honeycomb dimer model to higher dimensions
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- The semi-infinite asymmetric exclusion process: large deviations via matrix products
- Precise asymptotics on the Birkhoff sums for dynamical systems
- Rare events of transitory queues
- Importance sampling for McKean-Vlasov SDEs
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
- Limit theorems for random simplices in high dimensions
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
- Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
- Extreme event quantification in dynamical systems with random components
- Entropic optimal transport: convergence of potentials
- Pathwise large deviations for the rough Bergomi model
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Nonlinear large deviations: beyond the hypercube
- Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
- Small ball probabilities, metric entropy and Gaussian rough paths
- Large deviation principle for epidemic models
- A large‐deviations principle for all the cluster sizes of a sparse Erdős–Rényi graph
- Stochastic quantum Zeno by large deviation theory
- On a type of superlinear growth variational problems
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder
- Large deviation for return times
- Small-time sampling behavior of a Fleming-Viot process
- Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
- Large deviations for stochastic fluid networks with Weibullian tails
- Large deviations, moderate deviations, and the KLS conjecture
- A Metropolis-class sampler for targets with non-convex support
- One dimensional consensus based algorithm for non-convex optimization
- Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
- More on the long time stability of Feynman-Kac semigroups
- Optimal Monte Carlo method in estimating areas
- Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
- Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
- Constrained Consensus-Based Optimization
- Large deviations of the current in stochastic collisional dynamics
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- Tightness and exponential tightness of Gaussian probabilities
- TAP free energy, spin glasses and variational inference
- Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
- Extreme value distributions of observation recurrences
- Maximum of branching Brownian motion in a periodic environment
- Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures
- Sample path large deviations for Lévy processes and random walks with Weibull increments
- Self-similar growth fragmentations as scaling limits of Markov branching processes
- Small time central limit theorems for semimartingales with applications
- Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
- Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
- 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
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