Results 1 to 10 of about 2,121,332 (279)
Large deviations conditioned on large deviations II: Fluctuating hydrodynamics [PDF]
Journal of Statistical Physics, 2019 For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time.
Derrida, Bernard, Sadhu, Tridib
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Special invited paper. Large deviations [PDF]
The Annals of Probability, 2008 This paper is based on Wald Lectures given at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations.Comment: Published in at http://dx.doi.org/10.1214/07-AOP348 the Annals of Probability (http:
Varadhan, S. R. S.
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Large Deviations for Continuous Time Random Walks [PDF]
Entropy, 2020 Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian.
Wanli Wang, Eli Barkai, Stanislav Burov
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Nonconventional Large Deviations Theorems [PDF]
Probability Theory and Related Fields, 2013 We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding ...
A Dembo +21 more
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, 2017 This is a brief pedagogical introduction to the theory of large deviations.
Majumdar, Satya N., Schehr, Gregory
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Sample-Path Large Deviations in Credit Risk [PDF]
Journal of Applied Mathematics, 2011 The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the ...
V. J. G. Leijdekker +2 more
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Stochastic gene expression conditioned on large deviations. [PDF]
Phys Biol, 2017 The intrinsic stochasticity of gene expression can give rise to large fluctuations and rare events that drive phenotypic variation in a population of genetically identical cells.
Horowitz JM, Kulkarni RV.
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Large Deviations for Random Trees. [PDF]
J Stat Phys, 2008 10 ...
Bakhtin Y, Heitsch C.
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Large deviations for counting processes
Lietuvos Matematikos Rinkinys, 2000 There is not abstract.
Vaidotas KaniĊĦauskas
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Asymptotic results for families of random variables having power series distributions
Modern Stochastics: Theory and Applications, 2022 Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied.
Claudio Macci +2 more
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