Asymptotic probabilities and differential equations
From MaRDI portal
Publication:5524945
DOI10.1002/cpa.3160190303zbMath0147.15503OpenAlexW1970111697WikidataQ55981555 ScholiaQ55981555MaRDI QIDQ5524945
Publication date: 1966
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160190303
Related Items
Large deviations for a Brownian motion in a drifted Brownian potential, The drift of a one-dimensional self-avoiding random walk, Large deviation principle for stochastic evolution equations, Path integral formulae for heat kernels and their derivatives, Dynamical multifractal zeta-functions, multifractal pressure and fine multifractal spectra, Large deviation estimates involving deformed exponential functions, Extended large deviations, Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM, Functional continuity and large deviations for the behavior of single-class queueing networks, Large deviations for fields with stationary independent increments, The method of stochastic exponentials for large deviations, The drift of a one-dimensional self-repellent random walk with bounded increments, A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy, Compactness in the theory of large deviations, On involution kernels and large deviations principles on \(\beta\)-shifts, Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales, Well-posedness and large deviations of the stochastic modified Camassa-Holm equation, Large deviations: From empirical mean and measure to partial sums process, Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion), Large deviation estimates for a conditional probability distribution. Applications to random interaction Gibbs measures, Large deviations and law of large numbers for a mean field type interacting particle system, A probability inequality for obtaining lower bounds in the large deviation principle, Large deviations of Schramm-Loewner evolutions: a survey, Large deviations for almost Markovian processes, Nonlinear diffusion limit for a system with nearest neighbor interactions, The equivalence of ensembles for lattice systems: Some examples and a counterexample, Sequences of capacities, with connections to large-deviation theory, The free energy of quantum spin systems and large deviations, A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals, Large deviation analysis of the single server queue, A new method for the thermodynamics of the BCS model, Exit time asymptotics for small noise stochastic delay differential equations, Estimation of the realized (co-)volatility vector: large deviations approach, Asymptotically stable invariant tori of a vector field \(V(x)\) and the quasimodes of the operators \(V(x) \cdot \nabla- \varepsilon \Delta\), Probabilities of large deviations in topological spaces. I, Asymptotic expansions for Laplace transforms of Markov processes, The Yang-Yang thermodynamic formalism and large deviations, Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure, Weak convergence of nonadditive measures based on nonlinear integral functionals, Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels, On the upper bound in Varadhan's lemma, Large deviations for distributions of sums of random variables: Markov chain method, Large deviation principle for a class of SPDE with locally monotone coefficients, Efficient large deviation estimation based on importance sampling, A perturbed mean field model of an interacting Boson gas and the large deviation principle, The pressure in the Huang-Yang-Luttinger model of an interacting Boson gas, Hydrodynamic limit for a system with finite range interactions, Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\), Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages., Large deviation principles for the stochastic quasi-geostrophic equations, Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients, Logarithmic asymptotic of the Laplace integrals, On the form of the large deviation rate function for the empirical measures of weakly interacting systems, Optimal importance sampling with explicit formulas in continuous time, Large deviations of time-averaged statistics for Gaussian processes, Splitting of the lowest energy levels of the Schrödinger equation and asymptotic behavior of the fundamental solution of the equation \(hu_ t=h^ 2\Delta u/2-V(x)u\), Inverse spectral problems on a closed manifold, On the mean-field equations for ferromagnetic spin systems, A conversation with S. R. S. Varadhan, Large deviations: An introduction to 2007 Abel prize, Branching random walk in random environment phase transitions for local and global growth rates, Multifractal spectra and multifractal zeta-functions, Quadratic and rate-independent limits for a large-deviations functional, A large deviations principle for stochastic flows of viscous fluids, On the coverage of Strassen-type sets by sequences of Wiener processes, Large deviations for a simple closed queueing model, Functional laws of the iterated logarithm for large increments of empirical and quantile processes, Application of homogenization and large deviations to a parabolic semilinear equation, Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments, On a probabilistic approach to a problem of semi-classical analysis, On large deviation principles in metric spaces, The Laplace method for Gaussian measures and integrals in Banach spaces, Small time asymptotics for SPDEs with locally monotone coefficients, Large deviations for stochastic evolution equations with small multiplicative noise, Well-posedness and large deviations for a class of SPDEs with Lévy noise, Logarithmic asymptotics for a single-server processing distinguishable sources, Large deviations built on max-stability, Large deviation probabilities in estimation of Poisson random measures, Large deviations for interacting particle systems: Applications to non-linear filtering, Large deviations in partial sums of \(U\)-processes in stronger topologies, An inequality connecting entropy distance, Fisher information and large deviations, The large deviation principle and some models of an interacting boson gas, Asymptotic spreading of KPP reactive fronts in incompressible space-time random flows, Asymptotic of Varadhan-type and the Gibbs variational principle, Large deviations for noninteracting infinite-particle systems, Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation, On a nonideal Bose gas model, Moderate deviations for a stochastic Burgers equation, Analysis of stochastic neutral fractional functional differential equations, Large deviations conditioned on large deviations. I: Markov chain and Langevin equation, Infinite-dimensional divergence information analysis, Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points, Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations, Large deviations for stochastic fractional integrodifferential equations, Small perturbation of stochastic parabolic equations: A power series analysis, The full diagonal model of a Bose gas, Green-Kubo formula derived from large deviation statistics, Probabilistic models with nonlocal correlations: numerical evidence of \(q\)-large deviation theory, Majoration en temps petit de la densité d'une diffusion dégénérée, Large deviations for empirical measures of switching diffusion processes with small parameters, Large deviation principle for semilinear stochastic evolution equations with Poisson noise, Moderate deviations for stochastic Kuramoto–Sivashinsky equation, Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities, Moderate deviation principles for trajectories of sums of independent Banach space valued random variables, On probabilities of small deviations for stochastic processes, Theory of fluctuations and small oscillations for quantum lattice systems, Optimal importance sampling for the Laplace transform of exponential Brownian functionals, Large deviations in weakly interacting fermions: Generating functions as Gaussian Berezin integrals and bounds on large Pfaffians, Classical and thermodynamic limits for generalised quantum spin systems, QUANTUM STATE ESTIMATION AND LARGE DEVIATIONS, The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder, Large deviations for stochastic differential equations with general delayed generator, The travelling wave fronts of nonlinear reaction–diffusion systems via Friedlin's stochastic approaches, Unnamed Item, Hawking-Penrose black hole model. Large emission regime, The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals, An overview of the theory of large deviations and applications to statistical mechanics, Large deviations of semimartingales via convergence of the predictable characteristics, Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint, Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise, Global Optimization via Schrödinger–Föllmer Diffusion, Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup, The Cramér-Lundberg model with a fluctuating number of clients, Erdős-Rényi-Type Functional Limit Laws for Renewal Processes, Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains, A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures, Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension, A small time large deviation principle for stochastic differential delay equations, Rare events in random matrix theory, Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality, Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics, Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure, Large deviation principles of stochastic reaction-diffusion lattice systems, Logarithmic heat kernel estimates without curvature restrictions, Efficient and accurate inference for mixtures of Mallows models with Spearman distance, Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity, Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity, Large deviation principles for SDEs under locally weak monotonicity conditions, 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, Large deviations for the stochastic functional integral equation with nonlocal condition, The aggregate path coupling method for the Potts model on bipartite graph, Representation of weakly maxitive monetary risk measures and their rate functions, QUANTUM STATE ESTIMATION AND LARGE DEVIATIONS, Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points, Cramér’s Theorem in Banach Spaces Revisited, Stochastic switching in biology: from genotype to phenotype, Large deviations for a stochastic Cahn–Hilliard equation in Hölder norm, Variational representations of Varadhan functionals, Sample Path Large Deviations for Order Statistics, SOME NEW RELIABILITY BOUNDS FOR SUMS OF NBUE RANDOM VARIABLES, Asymptotic evaluation of certain markov process expectations for large time, I, Nonequilibrium work relation in a macroscopic system, Dimensional reduction of direct statistical simulation, Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem, Stochastic approach to irreversible thermodynamics, A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk, Large deviations for renewal processes, Laplace approximations for sums of independent random vectors, Asymptotic behavior of transition density of diffusion markov process with small diffusion†, Large deviations for Gibbs random fields, Nonstandard strong laws for local quantile processes, A NOTE ON THE NON-COMMUTATIVE LAPLACE–VARADHAN INTEGRAL LEMMA, The large deviation principle for certain series, A weighted random walk model, with application to a genetic algorithm, Long cycles in a perturbed mean field model of a Boson gas, [https://portal.mardi4nfdi.de/wiki/Publication:4150440 M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres], Functional Large Deviation Principles for Waiting and Departure Processes, LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd, On the Cameron–Martin theorem and almost-sure global existence, A Large Deviation Principle for the Reduction of Product Representations, Asymptotic expansions of Gaussian integrals, Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process, The Cauchy problem for a nonlinear first order partial differential equation, Sample path large deviations in finer topologies, Dynamical multifractal zeta-functions and fine multifractal spectra of graph-directed self-conformal constructions, Large Deviations for Stochastic Fractional Differential Equations, Large deviation for stationary processes, Some limit theorems of Donsker-Varadhan type for Markov process expectations, Large deviation principle with generated pseudo measures, A Laplace approximation for sums of independent random variables, Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences, Tercentennial anniversary of Bernoulli’s law of large numbers, Default Clustering in Large Pools: Large Deviations, Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit, Large deviations in the Langevin dynamics of a random field Ising model., Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space, Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness, A large deviation estimate for ruin probabilities, On a type of superlinear growth variational problems, Symmetry breaking and random waves for magnetic systems on a circle, A large deviation principle with queueing applications, Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations, Instantons for rare events in heavy-tailed distributions, Some results on increments of the partially observed empirical process
Cites Work