scientific article; zbMATH DE number 194664

zbMath0705.60029MaRDI QIDQ4692653

Jean-Dominique Deuschel, Daniel W. Stroock

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

law of iterated logarithmergodic theoryWiener sausageSanov's theoremexponential tightnessCramér's theoremhypercontractive semigroupshypermixing processesergodic decomposition theoremexponential Chebyshev inequalityLarge Deviation TheoryWentzel Freidlin estimates

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items

Large deviations for lattice systems. II: Nonstationary independent fields ⋮ The drift of a one-dimensional self-avoiding random walk ⋮ Large deviations for a reaction diffusion model ⋮ A functional limit theorem for Erdős and Rényi's law of large numbers ⋮ Tree-indexed random walks on groups and first passage percolation ⋮ Large deviation principle for stochastic evolution equations ⋮ Convergence of path measures arising from a mean field or polaron type interaction ⋮ A large deviation principle for \((r,p)\)-capacities on the Wiener space ⋮ Large deviations for lattice systems. I: Parametrized independent fields ⋮ Hypercontractivity for perturbed diffusion semigroups ⋮ Erdős-Rényi laws for Gibbs measures ⋮ Branching Brownian motion in a strip: survival near criticality ⋮ Stationary states of random Hamiltonian systems ⋮ Large deviation principle of occupation measures for non-linear monotone SPDEs ⋮ Optimal importance sampling for continuous Gaussian fields ⋮ Some large deviations principles for time-changed Gaussian processes ⋮ Large deviations for a class of chaos expansions ⋮ On convergence to stationarity of fractional Brownian storage ⋮ Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space ⋮ Moderate deviations for stationary sequences of bounded random variables ⋮ A variational formula for dimension spectra of linear cellular automata ⋮ The drift of a one-dimensional self-repellent random walk with bounded increments ⋮ Large deviations for the stochastic shell model of turbulence ⋮ Large deviations for random upper semicontinuous functions ⋮ Precise estimates on the rate at which certain diffusions tend to equilibrium ⋮ Hypercontractivity for spin systems of infinite extension ⋮ On large deviations of coupled diffusions with time scale separation ⋮ Characterizations of sets of finite perimeter using heat kernels in metric spaces ⋮ A functional modulus of continuity for Brownian motion ⋮ A unified approach to the large deviations for small perturbations of random evolution equations ⋮ Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space ⋮ Optimal transportation under controlled stochastic dynamics ⋮ Annealed Brownian motion in a heavy tailed Poissonian potential ⋮ A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations ⋮ A large deviation principle for 2D stochastic Navier-Stokes equation ⋮ A formal view on level 2.5 large deviations and fluctuation relations ⋮ Sharp large deviation results for sums of independent random variables ⋮ Large deviations for random dynamical systems and applications to hidden Markov models ⋮ Variational characterization of multitype Galton-Watson branching processes ⋮ Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses ⋮ Hypoelliptic Laplacian and probability ⋮ Disconnection and level-set percolation for the Gaussian free field ⋮ Entropy and its many avatars ⋮ From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage ⋮ Large deviations and functional law of the iterated logarithm for random processes ⋮ Exponential decay of entropy in the random transposition and Bernoulli-Laplace models ⋮ Long run forward rates and long yields of bonds and options in heterogeneous equilibria ⋮ Weighted height of random trees ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Can one decide the type of the mean from the empirical measure? ⋮ Asymptotic behaviour of the second eigenvalue of Kolmogorov processes ⋮ Large deviations for Markov processes with discontinuous statistics. II: Random walks ⋮ Large deviations for Glauber dynamics of continuous gas ⋮ Moderate deviations for a stochastic heat equation with spatially correlated noise ⋮ Large deviations of the empirical flow for continuous time Markov chains ⋮ Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations ⋮ On uniformly subelliptic operators and stochastic area ⋮ Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups ⋮ Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium ⋮ Large deviations and the Strassen theorem in Hölder norm ⋮ Book review of: F. Rassoul-Agha and T. Seppäläinen, A course on large deviations with an introduction to Gibbs measures. ⋮ Large deviations in the social systems with threshold conform behavior ⋮ On the coverage of Strassen-type sets by sequences of Wiener processes ⋮ Large deviations for sums of random vectors attracted to operator semi-stable laws ⋮ The logarithmic Sobolev inequality for discrete spin systems on a lattice ⋮ Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats ⋮ Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations ⋮ Action functional for diffusions in discontinuous media ⋮ Large deviations for intersection local times in critical dimension ⋮ Dynamical large deviations for the boundary driven weakly asymmetric exclusion process ⋮ Delta method in large deviations and moderate deviations for estimators ⋮ Large deviation for stochastic line integrals as \(L^{p}\)-currents ⋮ Quenched large deviation principle for words in a letter sequence ⋮ Sample-path large deviations for tandem and priority queues with Gaussian inputs ⋮ The relative contributions of private information sharing and public information releases to information aggregation ⋮ Euclidean Gibbs measures of interacting quantum anharmonic oscillators ⋮ Sample path large deviations for multiclass feedforward queueing networks in critical loading ⋮ A large deviation principle for the free energy of random Gibbs measures with application to the REM ⋮ Statistical properties of mostly contracting fast-slow partially hyperbolic systems ⋮ Moderate deviations for some point measures in geometric probability ⋮ Dobrushin's compactness criterion for Euclidean Gibbs measures ⋮ Sanov's theorem for white noise distributions and application to the Gibbs conditioning principle ⋮ Negative fractal dimensions and multifractals ⋮ Laplace approximation for stochastic line integrals ⋮ Uniform positivity improving property, Sobolev inequalities, and spectral gaps ⋮ Multidimensional limit theorems allowing large deviations for densities of regular variation ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity ⋮ Application of log-Sobolev inequality to the stochastic dynamics of unbounded spin systems on the lattice ⋮ Metastates in disordered mean-field models: Random field and Hopfield models ⋮ Spectral gap on path spaces with infinite time-interval ⋮ Large deviations of random vector fields with applications to economics ⋮ Small random perturbation of a classical mean field model ⋮ Martingale problems for large deviations of Markov processes ⋮ Lifshitz tails for random perturbations of periodic Schrödinger operators ⋮ Large deviations for the fractional Brownian local time ⋮ Large deviations for trajectories of sums of independent random variables ⋮ On failing to cooperate when monitoring is private ⋮ Strong hypercontractivity and relative subharmonicity ⋮ Entropy production by block variable summation and central limit theorems ⋮ Asymptotic statistical equivalence for scalar ergodic diffusions ⋮ Chernoff and Berry–Esséen inequalities for Markov processes ⋮ Stability of precise Laplace's method under approximations; Applications ⋮ Graph-combinatorial approach for large deviations of Markov chains ⋮ Existence and a priori estimates for Euclidean Gibbs states ⋮ Moderate deviation principles for trajectories of sums of independent Banach space valued random variables ⋮ Spectral Potential, Kullback Action, and Large Deviations of Empirical Measures on Measurable Spaces ⋮ Spectral gap for hyperbounded operators ⋮ Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models ⋮ Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources ⋮ Strand separation in negatively supercoiled DNA ⋮ Large deviations in total variation of occupation measures of one-dimensional diffusions ⋮ Large deviations in weakly interacting fermions: Generating functions as Gaussian Berezin integrals and bounds on large Pfaffians ⋮ Unnamed Item ⋮ Large deviations for super-Brownian motion with immigration ⋮ Transportation-information inequalities for Markov processes ⋮ A Brief Introduction to Large Deviations Theory ⋮ Transport-information inequalities for Markov chains ⋮ Entropic repulsion for a Gaussian lattice field with certain finite range interaction ⋮ The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder ⋮ Annealed Lyapounov exponents and large deviations in a poissonian potential. I ⋮ Annealed Lyapounov exponents and large deviations in a poissonian potential. II ⋮ Almost sure behaviour of evolution with random potential ⋮ Hawking-Penrose black hole model. Large emission regime ⋮ Quasi-ergodicity for absorbing Markov processesviadeviation inequality ⋮ Entropy statistic theorem and variational principle for \(t\)-entropy are equivalent ⋮ Book Review: Large deviations for stochastic processes ⋮ Large deviations of semimartingales via convergence of the predictable characteristics ⋮ Tightness and exponential tightness of Gaussian probabilities ⋮ Asymptotics for Rough Stochastic Volatility Models ⋮ Large deviation estimates of the crossing probability for pinned Gaussian processes ⋮ Large deviation principles via spherical integrals ⋮ Upper escape rate of Markov chains on weighted graphs ⋮ On large deviations for the spectral measure of discrete Coulomb gas ⋮ A cascade decomposition theory with applications to Markov and exchangeable cascades ⋮ Large deviations under a viewpoint of metric geometry: measure-valued process cases ⋮ Cramér’s Theorem in Banach Spaces Revisited ⋮ A unifying picture of generalized thermodynamic uncertainty relations ⋮ Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance ⋮ Large deviations for Brownian motion in a random potential ⋮ A class of Langevin equations with Markov switching involving strong damping and fast switching ⋮ On the existence of paths between points in high level excursion sets of Gaussian random fields ⋮ On asymptotically efficient simulation of large deviation probabilities ⋮ Variational representations of Varadhan functionals ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Hypothesis Testing for Signal Detection Problem and Large Deviations ⋮ Partitioning a macroscopic system into independent subsystems ⋮ Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem ⋮ Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables ⋮ The Maximum Entropy on the Mean Method for Image Deblurring ⋮ Large deviations and functional iterated logarithm law for diffusion process with reflecting boundary ⋮ Asymptotic behavior of the weak approximation to a class of Gaussian processes ⋮ A Strong Law for the Rate of Growth of Long Latency Periods in a Cloud Computing Service ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ Hydrodynamic scaling limit of continuum solid-on-solid model ⋮ Hypercontractivity for a quantum Ornstein-Uhlenbeck semigroup ⋮ Non-Lifshitz tails at the spectral bottom of some random operators ⋮ Conditional large deviations for a sequence of words ⋮ Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes ⋮ Functional inequalities for uniformly integrable semigroups and application to essential spectrums ⋮ deviation bounds for additive functionals of markov processes ⋮ The large deviation principle for certain series ⋮ Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications ⋮ Large deviation asymptotics and control variates for simulating large functions ⋮ A Simple Analytic Proof of an Inequality by P. Buser ⋮ Large deviations for M-estimators ⋮ Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures ⋮ Inégalités de Sobolev et minorations du semi-groupe de la chaleur ⋮ Unnamed Item ⋮ On the Use of a Bridge Process in a Conditional Monte Carlo Simulation of Gaussian Queues ⋮ Glauber dynamics for fermion point processes ⋮ Large deviation principles for Langevin equations in random environment and applications ⋮ Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes ⋮ A Note on Large Deviations of Random Sets and Random Upper Semicontinuous Functions ⋮ Conditional principles for random weighted measures ⋮ Tail asymptotics for busy periods ⋮ Multidimensional Random Polymers: A Renewal Approach ⋮ The law of the iterated logarithm for a class of SPDEs ⋮ Large deviations for randomly connected neural networks: I. Spatially extended systems ⋮ Large deviations and fluctuation theorem for selectively decoupled measures on shift spaces ⋮ Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations ⋮ Asymptotic geometry of high-density smooth-grained Boolean models in bounded domains ⋮ Supercritical multitype branching processes: the ancestral types of typical individuals ⋮ Large Deviation Theorem for Branches of the Random Binary Tree in the Horton--Strahler Analysis ⋮ Compactness criterion for semimartingale laws and semimartingale optimal transport ⋮ Asymptotic behaviour of randomised fractional volatility models ⋮ Large deviations for generalized conditioned Gaussian processes and their bridges ⋮ The first passage problem for stable linear delay equations perturbed by power law Lévy noise ⋮ On global universality for zeros of random polynomials ⋮ Short-time near-the-money skew in rough fractional volatility models ⋮ Unnamed Item ⋮ Hypocoercivity ⋮ ASYMPTOTIC BEHAVIOR OF THE INTEGRATED DENSITY OF STATES FOR RANDOM POINT FIELDS ASSOCIATED WITH CERTAIN FREDHOLM DETERMINANTS ⋮ An explicit Schilder type theorem for super-Brownian motions: Infinite initial measures ⋮ Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space ⋮ The simulated tempering method in the infinite switch limit with adaptive weight learning ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients ⋮ Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise ⋮ Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space ⋮ An explanation for the logarithmic connection between linear and morphological system theory ⋮ Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations ⋮ Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations ⋮ The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation ⋮ Moment intermittency in the PAM with asymptotically singular noise ⋮ Asymptotics for multifactor Volterra type stochastic volatility models ⋮ A martingale minimax exponential inequality for Markov chains ⋮ Large deviation principles for stochastic volatility models with reflection ⋮ Concurrent Donsker-Varadhan and hydrodynamical large deviations ⋮ Rare events in random matrix theory ⋮ Hasimoto frames and the Gibbs measure of the periodic nonlinear Schrödinger equation ⋮ Moderate deviations for lattice gases with mixing conditions ⋮ Threshold for the expected measure of the convex hull of random points with independent coordinates ⋮ The Loewner–Kufarev energy and foliations by Weil–Petersson quasicircles ⋮ Macroscopic behavior of Lipschitz random surfaces ⋮ Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure ⋮ Revisiting classical and quantum disordered systems from the unifying perspective of large deviations ⋮ Small ball probabilities and large deviations for grey Brownian motion ⋮ On bulk deviations for the local behavior of random interlacements ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ The geometry of Markov diffusion generators ⋮ Large deviation principles for stationary NA sequences ⋮ Large deviations ⋮ The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise ⋮ Real-space renormalization for disordered systems at the level of large deviations ⋮ Large deviations for a Brownian motion in a drifted Brownian potential ⋮ Large and moderate deviations for moving average processes ⋮ Large and moderate deviations of empirical processes with nonstandard rates ⋮ Moderate deviations for \(M\)-estimators ⋮ A comparison of homogenization and large deviations, with applications to wavefront propagation ⋮ Large deviations problems for star networks: the min policy. ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ Large deviations and sum rules for spectral theory: a pedagogical approach ⋮ Large deviations and the Lukic conjecture ⋮ Free transportation cost inequalities via random matrix approximation ⋮ Pathwise large deviations for white noise chaos expansions ⋮ Phase transitions for the long-time behavior of interacting diffusions ⋮ Variational form of the large deviation functional ⋮ Limiting behavior of 3-color excitable media on arbitrary graphs ⋮ Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ The enhanced Sanov theorem and propagation of chaos ⋮ Ergodicity of stochastic plates ⋮ Free energy for Brownian and geodesic homology ⋮ A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means ⋮ An exponential upper bound for the survival probability in a dynamic random trap model ⋮ Asymptotically optimal gossiping in radio networks ⋮ Large deviations for Langevin spin glass dynamics ⋮ A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics ⋮ Large deviations of Schramm-Loewner evolutions: a survey ⋮ Uniform \(L_1\)-distance large deviations in nonparametric density estimation ⋮ Local functional limit theorems of increments for Brownian motion ⋮ Long-time behaviour of hybrid finite volume schemes for advection-diffusion equations: linear and nonlinear approaches ⋮ The Strassen law of the iterated logarithm in Banach function spaces ⋮ Surface order large deviations for Ising, Potts and percolation models ⋮ Rate functions in the theory of large deviations ⋮ Some problems associated with Donsker-Varadhan processes ⋮ The construction of the \(d+1\)-dimensional Gaussian droplet ⋮ Logarithmic Sobolev inequality for lattice gases mixing conditions ⋮ Multidimensional strong large deviation results ⋮ From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach ⋮ \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains ⋮ General random walk in a random environment defined on Galton-Watson trees ⋮ Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process ⋮ Markovian perturbation, response and fluctuation dissipation theorem ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Uniform large deviations for parabolic SPDEs and applications ⋮ Formulae for the derivative of the Poincaré constant of Gibbs measures ⋮ Moderate deviations of density-dependent Markov chains ⋮ Upper escape rate for weighted graphs via metric graphs ⋮ Ergodic robust maximization of asymptotic growth ⋮ Expected number of real roots for random linear combinations of orthogonal polynomials associated with radial weights ⋮ Disconnection by level sets of the discrete Gaussian free field and entropic repulsion ⋮ Asymptotic equivalence of probability measures and stochastic processes ⋮ Moderate deviation principle for \(m\)-dependent random variables ⋮ Laws of the iterated logarithm on covering graphs with groups of polynomial volume growth ⋮ Hydrodynamic limit for exclusion processes ⋮ Large deviation principle for some measure-valued processes ⋮ Macroscopic limit of a bipartite Curie-Weiss model: a dynamical approach ⋮ The energy of a deterministic Loewner chain: reversibility and interpretation via SLE\(_{0+}\) ⋮ Large deviations for occupation time profiles of random interlacements ⋮ A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space. ⋮ Classical large deviation theorems on complete Riemannian manifolds ⋮ Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks ⋮ Moderate deviations for particle filtering ⋮ Large deviations for a class of nonhomogeneous Markov chains ⋮ Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions ⋮ Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise ⋮ Quantum fluctuations and large-deviation principle for microscopic currents of free fermions in disordered media ⋮ Large deviations for the Navier-Stokes equations driven by a white-in-time noise ⋮ Large deviations for geodesic random walks ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ A risk-sensitive maximum principle ⋮ Scaling limit for interacting Ornstein-Uhlenbeck processes ⋮ Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion ⋮ Pathwise asymptotics for Volterra type stochastic volatility models ⋮ Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics ⋮ Large deviations and entropy production in viscous fluid flows ⋮ Invariant measures for nonlinear conservation laws driven by stochastic forcing ⋮ Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time ⋮ Asymptotics for volatility derivatives in multi-factor rough volatility models ⋮ Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions ⋮ A new look at random projections of the cube and general product measures ⋮ Short time large deviations of the KPZ equation ⋮ Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations ⋮ Large deviation principles for the Hopfield model and the Kac-Hopfield model ⋮ Moderate deviations principle for independent random variables under sublinear expectations ⋮ The principle of large deviations for almost everywhere central limit theorem ⋮ Large deviations for interacting particle systems: Applications to non-linear filtering ⋮ Disconnection and entropic repulsion for the harmonic crystal with random conductances ⋮ On Bayesian posterior mean estimators in imaging sciences and Hamilton-Jacobi partial differential equations ⋮ Large deviations results for the stochastic Navier-Stokes equations ⋮ Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter ⋮ Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ A local large deviation principle for inhomogeneous birth-death processes ⋮ Large deviations for conditionally Gaussian processes: estimates of level crossing probability ⋮ On macroscopic holes in some supercritical strongly dependent percolation models ⋮ Irreversible samplers from jump and continuous Markov processes ⋮ Rough flows ⋮ Small perturbation of stochastic parabolic equations: A power series analysis ⋮ A large deviation for occupation times of super-stable process ⋮ A remark about internal Lifshitz asymptotes ⋮ Shift ergodicity for stationary Markov processes ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters ⋮ Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes

This page was built for publication: