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Large deviation principle for epidemic models

Journal of Applied Probability, 2017
Abstract We consider a general class of epidemic models obtained by applying the random time changes of Ethier and Kurtz (2005) to a collection of Poisson processes and we show the large deviation principle for such models. We generalise the approach followed by Dolgoarshinnykh (2009) in the case of the SIR epidemic model.
Étienne Pardoux, Brice Samegni-Kepgnou
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A large deviation principle for the Brownian snake [PDF]

Stochastic Processes and Their Applications, 1997
We consider the path-valued process called the Brownian snake, conditioned so that its lifetime process is a normalised Brownian excursion. This process denoted by ((Ws, ξs); s ∈ [0, 1]) is closely related to the integrated super-Brownian excursion ...
Serlet, Laurent
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Chebyshev-Type Inequalities and Large Deviation Principles

Theory of Probability & Its Applications, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Borovkov, A. A., Logachov, A. V., Mogulskii, A. A.   +2 more
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Large Deviations and Statistical Invariance Principle

Theory of Probability & Its Applications, 1993
The authors study the problem of testing composite hypothesis in the case when two parametric sets in \(R^ k\) come close in some sense as the sample size tends to infinity. The properties of the asymptotic optimal tests are studied in this case. The sharp inequalities for probabilities of the first and second kind errors are obtained.
Borovkov, A. A., Mogul'skij, A. A.
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THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS

Russian Mathematical Surveys, 1978
ContentsIntroduction § 1. Null approximation and normal deviations § 2. Large deviations from the averaged system § 3. Large deviations. Continuation § 4. Moderate deviations § 5. The behaviour of the system over large time intervals § 6. Examples. Remarks § 7. The averaging principle for stochastic differential equations § 8.
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Large Deviation Principles for Sequences of Maxima and Minima

Communications in Statistics - Theory and Methods, 2014
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d.
GIULIANO, RITA, Macci C.
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Large Deviation Principle for Optimal Filtering

Applied Mathematics and Optimization, 2003
The author presents a large deviation principle for the optimal filter where the signal and the observation processes take values in conuclear spaces. The key is the verification of the exponential tightness for the optimal filtering process and the exponential continuity of the coefficients in the Zakai equation.
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Large Deviation Principle of Nonconventional Ergodic Averages

Journal of Statistical Physics, 2023
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Jung-Chao Ban, Wen-Guei Hu, Guan-Yu Lai
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Large Deviation Principles

2017
This chapter is devoted to the study of large deviation principles and equidistribution results for periodic points and iterated preimages of expanding Thurston maps without periodic critical points. The idea is to apply a general framework devised by Y.
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A Large Deviation Principle for Stochastic Integrals

Journal of Theoretical Probability, 2007
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