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Large deviation principle for the mean reflected stochastic differential equation with jumps [PDF]
Journal of Inequalities and Applications, 2018 In this paper, we establish a large deviation principle for a mean reflected stochastic differential equation driven by both Brownian motion and Poisson random measure. The weak convergence method plays an important role.
Yumeng Li
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A comparison principle for large deviations [PDF]
Proceedings of the American Mathematical Society, 1988 If { μ
Baxter, John R., Jain, Naresh C.
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IEEE Access, 2023 This paper presents a novel performance evaluation framework for energy harvesting communications. As the harvested energy may not always be at the required levels in the transmitter’s battery, possible energy outage may hinder the transmission ...
Dhawal Beohar +2 more
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Large Deviations for the Maximum of the Absolute Value of Partial Sums of Random Variable Sequences
Mathematics, 2022 Let {ξi:i≥1} be a sequence of independent, identically distributed (i.i.d. for short) centered random variables. Let Sn=ξ1+⋯+ξn denote the partial sums of {ξi}.
Xia Wang, Miaomiao Zhang
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Analysis of stochastic neutral fractional functional differential equations
Boundary Value Problems, 2022 This work deals with the large deviation principle which studies the decay of probabilities of certain kind of extremely rare events. We consider stochastic neutral fractional functional differential equation with multiplicative noise and show large ...
Alagesan Siva Ranjani +3 more
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Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
Nonlinear Analysis, 2021 The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for
Gregory Amali Paul Rose +2 more
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A Large-Deviation Principle for Dirichlet Posteriors [PDF]
Bernoulli, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ganesh, Ayalvadi J., O'connell, Neil
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Some examples of noncentral moderate deviations for sequences of real random variables
Modern Stochastics: Theory and Applications, 2023 The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to
Rita Giuliano, Claudio Macci
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Large Deviation Principle for Random Permutations
International Mathematics Research Notices, 2023 Abstract We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu $-random permutations. We also introduce and study a new general class of models of random permutations, called Gibbs permutation models, which combines and ...
Borga, Jacopo +3 more
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Large deviation principle for one-dimensional SDEs with discontinuous coefficients
Modern Stochastics: Theory and Applications, 2016 We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel–Freidlin theorem, but under the considerably weaker assumption ...
Alexei Kulik, Daryna Sobolieva
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