The method of stochastic exponentials for large deviations
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Cited in
(37)- Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
- Moderate deviations for randomly perturbed dynamical systems
- Large deviations: From empirical mean and measure to partial sums process
- Moderate deviation principle for Brownian motions on the unit sphere in R^d
- Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications
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- Bernstein polynomial of recursive regression estimation with censored data
- Large and moderate deviations for empirical density fields of stochastic SEIR epidemics with vertex-dependent transition rates
- Large deviations application to Billingsley's example
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- Moderate deviations and Strassen's law for additive processes
- Nonequilibrium moderate deviations from hydrodynamics of the simple symmetric exclusion process
- Hydrodynamics of the generalized N-urn Ehrenfest model
- Moderate deviations for the number of descents in a random permutation
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- Functional Large Deviation Principles for Waiting and Departure Processes
- Large deviation analysis of the single server queue
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- Deviation inequalities and moderate deviations for estimators of parameters in TAR models
- Stochastic processes in random graphs
- Large deviation principle for the greedy exploration algorithm over Erdős-Rényi graphs
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