Large deviations

From MaRDI portal
Publication:5920507


DOI10.1214/07-AOP348zbMath1146.60003arXiv0804.2330WikidataQ64357813 ScholiaQ64357813MaRDI QIDQ5920507

Srinivasa R. S. Varadhan

Publication date: 16 April 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.2330


60F10: Large deviations

60-02: Research exposition (monographs, survey articles) pertaining to probability theory


Related Items

Arclength Parametrized Hamilton's Equations for the Calculation of Instantons, On $C^{2}$-stable effects of intermingled basins of attractors in classes of boundary-preserving maps, SOME NEW RELIABILITY BOUNDS FOR SUMS OF NBUE RANDOM VARIABLES, On the relationship between the discrete and continuous bounding moment problems and their numerical solutions, The McMillan theorem for colored branching processes and dimensions of random fractals, Inequalities and principles of large deviations for the trajectories of processes with independent increments, A special ergodic theorem for Anosov diffeomorphisms on the 2-torus, Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure, Process-level large deviations for nonlinear Hawkes point processes, Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations, On large deviation principles in metric spaces, Large deviation principles for random walks with regularly varying distributions of jumps, A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities, Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points, Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims, Large deviations for Markovian nonlinear Hawkes processes, Large deviations under a viewpoint of metric geometry: measure-valued process cases, Asymptotic behavior for a version of directed percolation on the triangular lattice, Symmetric deformed binomial distributions: An analytical example where the Boltzmann-Gibbs entropy is not extensive, An explicit Schilder type theorem for super-Brownian motions: Infinite initial measures, Large deviation estimates for some nonlocal equations. General bounds and applications, Limit Theorems for Marked Hawkes Processes with Application to a Risk Model, The instanton method and its numerical implementation in fluid mechanics, Spectral Potential, Kullback Action, and Large Deviations of Empirical Measures on Measurable Spaces, QUADRATIC TSALLIS ENTROPY BIAS AND GENERALIZED MAXIMUM ENTROPY MODELS, On the Fourier transforms of self-similar measures



Cites Work