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
Large deviation principle for random matrix products
Generalized dimensions, large deviations and the distribution of rare events
Large deviation principle for some measure-valued processes
Maximum independent sets on random regular graphs
Region selection in Markov random fields: Gaussian case
Multi-point nonequilibrium umbrella sampling and associated fluctuation relations
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
Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
Large deviations of radial \(SLE_{\infty}\)
Heat kernel for Liouville Brownian motion and Liouville graph distance
Quantifying the Threshold Phenomenon for Propagation in Nonlocal Diffusion Equations
On the risk of credibility premium rules
Large deviations of bivariate Gaussian extrema
Sample path large deviations for Lévy processes and random walks with regularly varying increments
Moderate deviation principle for a class of stochastic partial differential equations
Fluctuation theory in the Boltzmann-Grad limit
Large deviations for the maximum of a branching random walk
Cut-off for lamplighter chains on tori: dimension interpolation and phase transition
Coulomb gases under constraint: some theoretical and numerical results
Limit theorems for fast-slow partially hyperbolic systems
Large-deviation properties of largest component for random graphs
Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
Graph-combinatorial approach for large deviations of Markov chains
Large deviations of empirical neighborhood distribution in sparse random graphs
A large deviation principle for weighted Riesz interactions
Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
Talagrand concentration inequalities for stochastic partial differential equations
Branching Brownian motion in a periodic environment and existence of pulsating traveling waves
Concentration and moderate deviations for Poisson polytopes and polyhedra
Systematic measures of biological networks. I: Invariant measures and entropy.
Large-deviation asymptotics of condition numbers of random matrices
Dimension-free log-Sobolev inequalities for mixture distributions
Random dynamical systems: addressing uncertainty, nonlinearity and predictability
A conformally invariant growth process of SLE excursions

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