Asymptotic probabilities and differential equations
From MaRDI portal
Publication:5524945
DOI10.1002/CPA.3160190303zbMATH Open0147.15503OpenAlexW1970111697WikidataQ55981555 ScholiaQ55981555MaRDI QIDQ5524945FDOQ5524945
Authors: S. R. S. Varadhan
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
Cites Work
Cited In (only showing first 100 items - show all)
- On the mean-field equations for ferromagnetic spin systems
- The travelling wave fronts of nonlinear reaction–diffusion systems via Friedlin's stochastic approaches
- Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points
- The drift of a one-dimensional self-avoiding random walk
- Large deviations and law of large numbers for a mean field type interacting particle system
- Title not available (Why is that?)
- Some limit theorems of Donsker-Varadhan type for Markov process expectations
- Asymptotic expansions of Gaussian integrals
- On a type of superlinear growth variational problems
- Large deviations in partial sums of \(U\)-processes in stronger topologies
- Large deviation estimates involving deformed exponential functions
- A new method for the thermodynamics of the BCS model
- Stochastic switching in biology: from genotype to phenotype
- An inequality connecting entropy distance, Fisher information and large deviations
- Global Optimization via Schrödinger–Föllmer Diffusion
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- Logarithmic asymptotics for a single-server processing distinguishable sources
- Large deviations for stochastic fractional differential equations
- Theory of fluctuations and small oscillations for quantum lattice systems
- Asymptotic behavior of transition density of diffusion markov process with small diffusion†
- Application of homogenization and large deviations to a parabolic semilinear equation
- Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
- Extended large deviations
- Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
- Path integral formulae for heat kernels and their derivatives
- Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
- Long cycles in a perturbed mean field model of a Boson gas
- Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
- Efficient large deviation estimation based on importance sampling
- Erdős-Rényi-Type Functional Limit Laws for Renewal Processes
- Stochastic approach to irreversible thermodynamics
- The full diagonal model of a Bose gas
- Large deviation probabilities in estimation of Poisson random measures
- Logarithmic asymptotic of the Laplace integrals
- Asymptotically stable invariant tori of a vector field \(V(x)\) and the quasimodes of the operators \(V(x) \cdot \nabla- \varepsilon \Delta\)
- Classical and thermodynamic limits for generalised quantum spin systems
- Tercentennial anniversary of Bernoulli's law of large numbers
- 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
- Large deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
- Compactness in the theory of large deviations
- Large deviations for fields with stationary independent increments
- Efficient and accurate inference for mixtures of Mallows models with Spearman distance
- Some new reliability bounds for sums of NBUE random variables
- A probability inequality for obtaining lower bounds in the large deviation principle
- Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients
- Weak convergence of nonadditive measures based on nonlinear integral functionals
- M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
- LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd
- Large deviations for stochastic fractional integrodifferential equations
- Some results on increments of the partially observed empirical process
- The large deviation principle and some models of an interacting boson gas
- Nonstandard strong laws for local quantile processes
- A large deviation estimate for ruin probabilities
- Large deviations: An introduction to 2007 Abel prize
- Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
- Large deviations of time-averaged statistics for Gaussian processes
- The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals
- Large deviations in the Langevin dynamics of a random field Ising model.
- On the large deviations rate function for symmetric simple random walk in dimension \(d \in \mathbb{Z}_+\)
- Probabilistic models with nonlocal correlations: numerical evidence of \(q\)-large deviation theory
- On involution kernels and large deviations principles on \(\beta\)-shifts
- Sample path large deviations in finer topologies
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
- Large deviations in weakly interacting fermions: Generating functions as Gaussian Berezin integrals and bounds on large Pfaffians
- Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint
- Large deviation principles of stochastic reaction-diffusion lattice systems
- Estimation of the realized (co-)volatility vector: large deviations approach
- Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form
- A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
- Dimensional reduction of direct statistical simulation
- Logarithmic heat kernel estimates without curvature restrictions
- Instantons for rare events in heavy-tailed distributions
- Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
- Large deviations of conservative stochastic partial differential equations
- Small time asymptotics for SPDEs with locally monotone coefficients
- Large deviation principles for SDEs under locally weak monotonicity conditions
- Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- Well-posedness and large deviations for a class of SPDEs with Lévy noise
- The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder
- The Laplace method for Gaussian measures and integrals in Banach spaces
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
- A NOTE ON THE NON-COMMUTATIVE LAPLACE–VARADHAN INTEGRAL LEMMA
- The Cramér-Lundberg model with a fluctuating number of clients
- Large deviations built on max-stability
- Moderate deviations for a stochastic Burgers equation
- The aggregate path coupling method for the Potts model on bipartite graph
- Hawking-Penrose black hole model. Large emission regime
- 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 deviation principle with generated pseudo measures
- Large deviations for the stochastic functional integral equation with nonlocal condition
- Cramér's theorem in Banach spaces revisited
- Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
- Large deviations for empirical measures of switching diffusion processes with small parameters
- Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- Large deviations principle for the inviscid limit of fluid dynamic systems in 2D bounded domains
This page was built for publication: Asymptotic probabilities and differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5524945)