scientific article; zbMATH DE number 410740
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Publication:3134548
zbMATH Open0793.60030MaRDI QIDQ3134548FDOQ3134548
Publication date: 8 September 1993
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- Large deviations for Poisson random measures and processes with independent increments
- Large deviations for estimators of some threshold parameters
- Chernoff-type bound for finite Markov chains
- Large deviations for Bayesian estimators in first-order autoregressive processes
- A nonstandard form of the rate function for the occupation measure of a Markov chain
- On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
- Large population limit and time behaviour of a stochastic particle model describing an age-structured population
- Large deviation principles for the stochastic quasi-geostrophic equations
- Wireless scheduling with partial channel state information: large deviations and optimality
- Multidimensional random subshifts of finite type and their large deviations
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- An introduction to the theory of large deviations
- The most likely voltage path and large deviations approximations for integrate-and-fire neurons
- Liouville quantum gravity and KPZ
- Tail estimates for one-dimensional random walk in random environment
- Methods and applications of (max,+) linear algebra
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
- Large deviations for stochastic evolution equations with small multiplicative noise
- Spatializing random measures: doubly indexed processes and the large deviation principle
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Large deviations for quadratic forms of stationary Gaussian processes
- An inverse of Sanov's theorem
- Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
- Aspects of generic entanglement
- Sample path large deviations for super-Brownian motion
- Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
- Conditional large deviations for a sequence of words
- Convexity of the 𝐾-energy on the space of Kähler metrics and uniqueness of extremal metrics
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Refinements of the Gibbs conditioning principle
- Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
- Large deviations for the branching Brownian motion in presence of selection or coalescence
- A thermodynamical formalism for Monge-Ampère equations, Moser-Trudinger inequalities and Kähler-Einstein metrics
- Large deviations for the one-dimensional Edwards model.
- Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
- Moderate deviations for the SSEP with a slow bond
- A survey of entropy methods for partial differential equations
- Transience, recurrence and the speed of a random walk in a site-based feedback environment
- Large deviations and the equivalence of ensembles for Gibbsian particle systems with superstable interaction
- Large deviations of stochastic dynamical systems
- Moderate deviations and central limit theorem for small perturbation Wishart processes
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- On the small time asymptotics of scalar stochastic conservation laws
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Large deviations principles for stochastic scalar conservation laws
- On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations
- Nonparametric estimation of mixing densities for discrete distributions
- On the ruin probabilities in a general economic environment
- Convergence properties of two-stage stochastic programming
- The band-edge behavior of the density of surfacic states
- How often does a Harris recurrent Markov chain recur?
- Minima in branching random walks
- Large portfolio losses: A dynamic contagion model
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- On Monte Carlo estimation of large deviations probabilities
- Determinantal point processes and fermions on complex manifolds: large deviations and bosonization
- On the average minimum size of a manipulating coalition
- Directional decay of the Green's function for a random nonnegative potential on \(\mathbb{Z}^d\)
- A remark on the connection between the large deviation principle and the central limit theorem
- On large deviations of empirical measures for stationary Gaussian processes
- A large deviation principle with queueing applications
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
- Large and moderate deviations for infinite-dimensional autoregressive processes.
- Maximal meaningful events and applications to image analysis
- Randomizing quantum states: constructions and applications
- Robustness of Markov processes on large networks
- On the validity of entropy production principles for linear electrical circuits
- Large Deviations and Metastability
- Macroscopic limit of a bipartite Curie-Weiss model: a dynamical approach
- Functional large deviations for multivariate regularly varying random walks
- Uniform large deviations for parabolic SPDEs and applications
- Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
- Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages.
- Adaptation in a stochastic multi-resources chemostat model
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- Large deviation analysis of the single server queue
- Sharp large deviations for Gaussian quadratic forms with applications
- Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
- A probabilistic weak formulation of mean field games and applications
- Large deviation of diffusion processes with discontinuous drift and their occupation times.
- Densities of idempotent measures and large deviations
- A functional large deviations principle for quadratic forms of Gaussian stationary processes
- On large deviations of Markov processes with discontinuous statistics
- On large deviations in load sharing networks
- LARGE DEVIATION GENERATING FUNCTION FOR CURRENTS IN THE PAULI–FIERZ MODEL
- Expectations for nonreversible Markov chains
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Dynamical phase transitions for flows on finite graphs
- Large deviations and equilibrium selection in large populations
- Large deviations for estimators of unknown probabilities, with applications in risk theory
- Fast cooling for a system of stochastic oscillators
- Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case
- Repeated interactions in open quantum systems
- A simple mean field model for social interactions: dynamics, fluctuations, criticality
- Existence of hydrodynamics for the totally asymmetric simple \(K\)-exclusion process
- Self-normalized large deviations
- Wave propagation in a lattice KPP equation in random media
- Wave propagation in a lattice KPP equation in random media
- Counterexamples in importance sampling for large deviations probabilities
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