On Large Deviations from the Invariant Measure
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- Large deviations for vector-valued Lévy processes
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- The method of stochastic exponentials for large deviations
- Logarithmic asymptotics for the supremum of a stochastic process
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- Large deviations of random vector fields with applications to economics
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- Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
- Large deviations for the empirical measure of a diffusion via weak convergence methods
- Moderate deviation principle for maximum likelihood estimator for Markov processes
- Large deviation principles for the Hopfield model and the Kac-Hopfield model
- Class-specific quality of service guarantees in multimedia communication networks
- Large deviations for functionals of stationary processes
- Compactness in the theory of large deviations
- Sample path large deviations and intree networks
- Large deviation analysis of the single server queue
- Front propagation for reaction-diffusion equations in composite structures
- Delay analysis and optimality of the renewal access protocol
- Large deviations of empirical measures of diffusions in weighted topologies
- Information geometry of reversible Markov chains
- The large deviation behavior of lacunary sums
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- Joint density for the local times of continuous-time Markov chains
- From vicious walkers to TASEP
- Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables
- Sample path large deviations for a class of random currents.
- When to accept a sequence of gambles
- Entropic extensivity and large deviations in the presence of strong correlations
- Criteria for the density of the graph of the entropy map restricted to ergodic states
- Large deviations for correlated random variables described by a matrix product ansatz
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- Large deviations of spread measures for Gaussian matrices
- Improving the convergence of reversible samplers
- Upper bounds for large deviations of dependent random vectors
- A remark on the large deviations of an ergodic markov process
- Some generalizations of wentzell's lower estimates on large deviations
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Large-deviation results for discriminant statistics of Gaussian locally stationary processes
- The Gärtner-Ellis theorem, homogenization, and affine processes
- A brief introduction to large deviations theory
- Large deviations for supercritical multitype branching processes
- Asymptotic and non-asymptotic analysis for a hidden Markovian process with a quantum hidden system
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- An overview of the theory of large deviations and applications to statistical mechanics
- Large deviations of semimartingales via convergence of the predictable characteristics
- Limit theorems in averaging for dynamical systems
- Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model
- A strong law for the rate of growth of long latency periods in a cloud computing service
- Local time of an Ornstein–Uhlenbeck particle
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere
- Tightness and exponential tightness of Gaussian probabilities
- Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
- Sanov and central limit theorems for output statistics of quantum Markov chains
- An elementary derivation of the large deviation rate function for finite state Markov chains
- LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
- Time-shared channel identification for adaptive noise cancellation in breath sound extraction
- Bahadur exact slopes of some tests for spectral densities
- Markov process large deviations in -topology
- Area fluctuations on a subinterval of Brownian excursion
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- Non-stationary version of ergodic theorem for random dynamical systems
- Efficient and accurate inference for mixtures of Mallows models with Spearman distance
- Equilibrium states of endomorphisms of \(\mathbb{P}^{k}\): spectral stability and limit theorems
- Large deviations of realized volatility
- Markov-bridge representation of ergodic large-deviation principles
- Linearization effect in multifractal analysis: insights from the random energy model
- Precise large deviations through a uniform Tauberian theorem
- Test configurations, large deviations and geodesic rays on toric varieties
- Large deviations principle for white noise distributions with growth condition
- Large deviations for trapped interacting Brownian particles and paths
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory
- Large deviations for empirical measures of Markov chains
- Weighted height of random trees
- Large deviations: An introduction to 2007 Abel prize
- Large deviations for many Brownian bridges with symmetrised initial-terminal condition
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
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