Analysis and approximation of rare events. Representations and weak convergence methods
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continuous time processesdiscrete time processesinfinite dimensional Brownian noiselarge deviationsMonte Carlo for rare eventsrelative entropytightness of measures
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Convergence of probability measures (60B10) Large deviations (60F10) Random measures (60G57) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65) Jump processes on discrete state spaces (60J74) Jump processes on general state spaces (60J76) Monte Carlo methods (65C05)
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(96)- Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Large deviation principle for stochastic Burgers type equation with reflection
- Large deviations for the empirical measure of the zig-zag process
- Quantitative approximate independence for continuous mean field Gibbs measures
- Empirical measure large deviations for reinforced chains on finite spaces
- The large deviation principle for interacting dynamical systems on random graphs
- A Koopman framework for rare event simulation in stochastic differential equations
- Large deviation properties of the empirical measure of a metastable small noise diffusion
- Rare event asymptotics for exploration processes for random graphs
- Pathwise large deviations for white noise chaos expansions
- Large and moderate deviations for stochastic Volterra systems
- Phase transitions for \(\phi^4_3\)
- Dynamics in a stochastic diffusive plant-herbivore system
- A new approach to large deviations for the Ginzburg-Landau model
- Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
- Splitting algorithms for rare event simulation over long time intervals
- Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
- Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
- Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
- Large deviations for synchronized system
- Data-driven method to learn the most probable transition pathway and stochastic differential equation
- The law of the iterated logarithm for a class of SPDEs
- Some large deviation asymptotics in small noise filtering problems
- Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit
- Large deviations for the single-server queue and the reneging paradox
- Splitting algorithms for rare events of semimartingale reflecting Brownian motions
- The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
- Variational representations and neural network estimation of Rényi divergences
- Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
- Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
- Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
- A large deviation principle for the empirical measures of Metropolis-Hastings chains
- Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
- Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
- Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
- Large deviations for small noise diffusions over long time
- Large deviations for Lévy diffusions in the small noise regime
- A large deviation principle for the stochastic heat equation with general rough noise
- Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
- Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures
- Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form
- Moderate deviations for rough differential equations
- Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
- Large deviations of conservative stochastic partial differential equations
- Sample path moderate deviations for shot noise processes in the high intensity regime
- Large deviation principle for stochastic reaction-diffusion equations with superlinear drift on \(\mathbb{R}\) driven by space-time white noise
- Importance sampling for a simple Markovian intensity model using subsolutions
- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
- Large deviation principle in discrete time nonlinear filtering
- A large deviation principle for nonlinear stochastic wave equation driven by rough noise
- Ergodic control of resource sharing networks: lower bound on asymptotic costs
- On the large-time behaviour of affine Volterra processes
- Conservative stochastic PDE and fluctuations of the symmetric simple exclusion process
- Neural fields and noise-induced patterns in neurons on large disordered networks
- Large deviations principle for multi-scale SDEs in Hölder norm
- Large deviation principles for stochastic nonlinear Schrödinger equations driven by Lévy noise
- On sample-path moderate deviation principles for random walks
- Quantitative propagation of chaos for 2D viscous vortex model with general circulations on the whole space
- Large and moderate deviation principles for path-distribution dependent SDEs driven by mixed fractional Brownian motion
- Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
- Central limit theorem and moderate deviation principle for stochastic generalized Burgers-Huxley equation
- Large deviation principle for stochastic flows of stochastic slow-fast motions
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment
- Large deviation estimates for nonlinear filtering with discontinuity and small noise
- Moderate deviation principle for stochastic wave equations with a random dynamical boundary driven by multiplicative Lévy noises
- Large deviations for empirical measures of self-interacting Markov chains
- The large deviation principle for W-random spectral measures
- Large deviations of one-hidden-layer neural networks
- Concentration bounds for stochastic systems with singular kernels
- Large deviation principle for a class of stochastic partial differential equations with fully local monotone coefficients perturbed by Lévy noise
- A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems
- Smoluchowski-Kramers approximation for McKean-Vlasov stochastic differential equations
- Uniform large deviation principles for SDEs under locally weak monotonicity conditions
- Asymptotic analysis of the total quasi-steady state approximation for the Michaelis-Menten enzyme kinetic reactions
- Asymptotic behaviors for distribution dependent stochastic partial differential equations driven by fractional Brownian motion
- Large deviations of mean-field jump-Markov processes on structured sparse random graphs
- Multi-scale McKean-Vlasov SDEs: moderate deviation principle in different regimes
- Large deviation principle for neutral type McKean-Vlasov stochastic differential equations
- Weak generative sampler to efficiently sample invariant distribution of stochastic differential equation
- Convergence of coordinate ascent variational inference for log-concave measures via optimal transport
- McKean–Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains
- Conservative stochastic PDEs on the whole space
- A central limit theorem for nonlinear conservative SPDEs
- Large deviation principle for stochastic slow-fast system with nonlinear multiplicative fractional Brownian motion
- Large deviations: a survey on its theory and applications
- Large deviations of piecewise-deterministic Markov processes with application to stochastic calcium waves
- Large deviations for independent Metropolis Hastings and Metropolis-adjusted Langevin algorithm
- Well-posedness and uniform large deviation principle for stochastic generalized Burgers-Huxley equation perturbed by a multiplicative noise
- Reinforced Galton-Watson processes. III: Empirical offspring distributions
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
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