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2004
This chapter focuses on large-deviation principles for interacting particle models. The main object of the theory of large deviations is to provide sharp exponential estimates of the deviant behavior of random rare events. For instance, in the context of interacting particle models, these events represent the deviations of particle approximation ...
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This chapter focuses on large-deviation principles for interacting particle models. The main object of the theory of large deviations is to provide sharp exponential estimates of the deviant behavior of random rare events. For instance, in the context of interacting particle models, these events represent the deviations of particle approximation ...
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On the Existence Conditions for Exact Large Deviation Principles
Siberian Mathematical Journal, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Large Deviation Principle for Polynomial Hypergroups
Journal of the London Mathematical Society, 1996Summary: Let \(S_n\), \(n\geq 1\), be a random walk on a polynomial hypergroup \((\mathbb{N}_0,*)\), that is, a Markov chain on the nonnegative integers with stationary transition probabilities \(P_{ij} = \delta_i*\mu (\{j\})\), where \(\mu\) is a fixed probability measure on \(\mathbb{N}_0\).
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Large deviation principle with generated pseudo measures
Fuzzy Sets and Systems, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ljubo Nedovic +2 more
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The Large Deviation Principle for Stochastic Processes. Part I
Theory of Probability & Its Applications, 2003[For part I see above; Zbl 1069.60026.] The paper presents an extensive study of the large deviation principle (LDP) for stochastic processes. In this second part of the paper it is found the form of the rate function for the LDP's for many cases considered in the first part.
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Large Deviations and¶Variational Principle for Harmonic Crystals
Communications in Mathematical Physics, 2000Author' summary: We consider massless Gaussian fields with covariance related to the Green function of a long range random walk on \({\mathbb{Z}}^d\). These are viewed as Gibbs measures for a linear-quadratic interaction. We establish thermodynamic identities and prove a version of Gibbs' variational principle, showing that translation invariant Gibbs ...
CAPUTO, PIETRO, DEUSCHEL J. D.
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On the large deviation principle for the almost sure CLT
Statistics & Probability Letters, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lifshits, M. A., Stankevich, E. S.
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Introduction of the Large Deviation Principle
2000In this chapter, we introduce the large deviation principle that is needed for further development in this book. For a sequence of i.i.d. random variable {Xn,n >1}, it is known from the strong law of large numbers that its empirical average converges to its mean almost surely, i.e., $$\frac{1}{n}\sum\limits_{i = 1}^n {{X_i} \to E\left[ {{X_1 ...
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Large Deviation Principle for Diffusions
1984In exercise (3.46) ii) we had an example of a diffusion, besides Brownian motion, for which we can derive a large deviations principle. Of course, our derivation in (3.46) ii) rested on the observation that if $$ X(t) = \beta (t) - \int_0^t X (s)ds\quad, \quad t \geqslant 0 $$ , where β(•) is a Brownian motion starting at 0, then X(•) is a ...
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Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
SIAM Journal on Mathematical Analysis, 2021Shihu Li, Hong Wei
exaly