Large deviations and stochastic homogenization

DOI10.1007/BF01762793zbMATH Open0654.60024MaRDI QIDQ1108658FDOQ1108658

Authors: Paolo Baldi 

Publication date: 1988

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

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zbMATH Keywords

stochastic homogenizationtightnessDonsker's invariance principlelarge deviation property

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Convex Analysis
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• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• Nonlinear stochastic homogenization
• On Large Deviations from the Invariant Measure
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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Cited In (32)

• On the exit time and stochastic homogenization of isotropic diffusions in large domains
• Large deviations principle for white noise distributions with growth condition
• Large deviations, central limit theorems and L^pconvergence for Young measures and stochastic homogenizations
• Large deviation principles for non-uniformly hyperbolic rational maps
• Large deviations for sticky Brownian motions
• Large deviations analysis for distributed algorithms in an ergodic Markovian environment
• A brief introduction to large deviations theory
• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• Large deviations and the Strassen theorem in Hölder norm
• Bayesian methods and maximum entropy for ill-posed inverse problems
• Large deviations for vector-valued Lévy processes
• Uniform large and moderate deviations for functional empirical processes
• Large deviations for diffusion processes with homogenization and applications
• Two examples in the theory of large deviations
• Statistical mechanical theory of the Great Red Spot of Jupiter
• Tightness and exponential tightness of Gaussian probabilities
• Sample path large deviations for a class of random currents.
• The method of stochastic exponentials for large deviations
• Quasi-static large deviations
• Moderate deviations for martingales and mixing random processes
• Sum rules via large deviations
• A maximum-entropy principle for two-dimensional perfect fluid dynamics
• Large deviations for Young measures and statistical mechanics of infinite dimensional dynamical systems with conservation law
• Large deviation principles for sequences of logarithmically weighted means
• Large deviation theory for a homogenized and ``corrected elliptic ODE
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Moderate deviations for recursive stochastic algorithms
• A comparison of homogenization and large deviations, with applications to wavefront propagation
• The phase diagram of the quantum Curie-Weiss model
• Large deviations and Young measures for a Poissonian model of biphased material
• Interface in a one-dimensional Ising spin system
• Large deviations for Gibbs random fields

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