Works matching DE "LARGE deviation theory"
Results: 134
A large deviation principle for the normalized excursion of an a-stable Lévy process without negative jumps.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1625, doi. 10.30757/ALEA.v21-61
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- Article
Investigating the typicality of the dynamics leading to extreme temperatures in the IPSL-CM6A-LR model.
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- Climate Dynamics, 2024, v. 62, n. 2, p. 1329, doi. 10.1007/s00382-023-06967-5
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- Article
Addressing the Cost Optimization Issue for IOTA Based on Lyapunov Optimization Theory †.
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- Mathematics (2227-7390), 2024, v. 12, n. 21, p. 3391, doi. 10.3390/math12213391
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- Article
Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4235, doi. 10.3390/math11204235
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- Article
Confidence regions of two‐stage stochastic linear complementarity problems.
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- International Transactions in Operational Research, 2022, v. 29, n. 1, p. 48, doi. 10.1111/itor.12884
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- Article
On large deviations of a branching process in random environments with immigration at moments of extinction.
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- Discrete Mathematics & Applications, 2015, v. 25, n. 6, p. 339, doi. 10.1515/dma-2015-0032
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- Article
On the Large Deviations Theorem of Weaker Types.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2017, v. 27, n. 8, p. -1, doi. 10.1142/S0218127417501279
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- Article
Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization.
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- INFORMS Journal on Computing, 2022, v. 34, n. 2, p. 752, doi. 10.1287/ijoc.2021.1071
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- Article
Efficient Large Deviation Estimation Based on Importance Sampling.
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- Journal of Statistical Physics, 2020, v. 181, n. 2, p. 551, doi. 10.1007/s10955-020-02589-x
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- Article
Is the Boltzmann Equation Reversible? A Large Deviation Perspective on the Irreversibility Paradox.
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- Journal of Statistical Physics, 2020, v. 181, n. 2, p. 515, doi. 10.1007/s10955-020-02588-y
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- Article
Computation of Extreme Values of Time Averaged Observables in Climate Models with Large Deviation Techniques.
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- Journal of Statistical Physics, 2020, v. 179, n. 5/6, p. 1637, doi. 10.1007/s10955-019-02429-7
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- Article
Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity.
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- Journal of Statistical Physics, 2019, v. 174, n. 2, p. 404, doi. 10.1007/s10955-018-2186-7
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- Article
Adaptive Sampling of Large Deviations.
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- Journal of Statistical Physics, 2018, v. 172, n. 6, p. 1525, doi. 10.1007/s10955-018-2108-8
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- Article
Flux Large Deviations of Independent and Reacting Particle Systems, with Implications for Macroscopic Fluctuation Theory.
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- Journal of Statistical Physics, 2018, v. 172, n. 5, p. 1291, doi. 10.1007/s10955-018-2083-0
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- Article
Large Deviations for Gaussian Diffusions with Delay.
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- Journal of Statistical Physics, 2018, v. 170, n. 2, p. 254, doi. 10.1007/s10955-017-1909-5
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- Article
The Real Ginibre Ensemble with $$k=O(n)$$ Real Eigenvalues.
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- Journal of Statistical Physics, 2016, v. 163, n. 2, p. 303, doi. 10.1007/s10955-016-1485-0
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- Article
Indirect Acquisition of Information in Quantum Mechanics.
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- Journal of Statistical Physics, 2016, v. 162, n. 4, p. 924, doi. 10.1007/s10955-015-1410-y
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- Article
A General Conditional Large Deviation Principle.
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- Journal of Statistical Physics, 2015, v. 161, n. 1, p. 123, doi. 10.1007/s10955-015-1328-4
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- Article
Matrix Optimization Under Random External Fields.
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- Journal of Statistical Physics, 2015, v. 159, n. 6, p. 1306, doi. 10.1007/s10955-015-1228-7
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- Article
Topology Trivialization and Large Deviations for the Minimum in the Simplest Random Optimization.
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- Journal of Statistical Physics, 2014, v. 154, n. 1/2, p. 466, doi. 10.1007/s10955-013-0838-1
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- Article
Finite Size Corrections to the Large Deviation Function of the Density in the One Dimensional Symmetric Simple Exclusion Process.
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- Journal of Statistical Physics, 2013, v. 152, n. 5, p. 824, doi. 10.1007/s10955-013-0797-6
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- Article
Limit theorems for a jump-diffusion model with Hawkes jumps.
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- Mathematical Communications, 2021, v. 26, n. 1, p. 53
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- Article
Large Deviations for the Extended Heston Model: The Large-Time Case.
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- Asia-Pacific Financial Markets, 2014, v. 21, n. 3, p. 263, doi. 10.1007/s10690-014-9185-8
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- Article
Optimal Computing Budget Allocation for Data-Driven Ranking and Selection.
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- INFORMS Journal on Optimization, 2025, v. 7, n. 1, p. 1, doi. 10.1287/ijoo.2024.0035
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- Article
Metastability in queues.
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- Queueing Systems, 2022, v. 100, n. 3/4, p. 413, doi. 10.1007/s11134-022-09795-2
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- Article
Large deviations in relay-augmented wireless networks.
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- Queueing Systems, 2018, v. 88, n. 3/4, p. 349, doi. 10.1007/s11134-017-9555-9
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A large deviations principle for infinite-server queues in a random environment.
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- Queueing Systems, 2016, v. 82, n. 1/2, p. 199, doi. 10.1007/s11134-015-9470-x
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- Article
Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes.
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- Queueing Systems, 2015, v. 81, n. 4, p. 301, doi. 10.1007/s11134-015-9451-0
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- Article
Analysis of an interacting particle method for rare event estimation.
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- Queueing Systems, 2013, v. 73, n. 4, p. 345, doi. 10.1007/s11134-013-9344-z
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- Article
Rare events of transitory queues.
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- Journal of Applied Probability, 2017, v. 54, n. 3, p. 943, doi. 10.1017/jpr.2017.43
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- Article
Large deviation principle for epidemic models.
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- Journal of Applied Probability, 2017, v. 54, n. 3, p. 905, doi. 10.1017/jpr.2017.41
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- Article
Limit theorems for pure death processes coming down from infinity.
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- Journal of Applied Probability, 2017, v. 54, n. 3, p. 720, doi. 10.1017/jpr.2017.30
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- Article
LARGE DEVIATIONS OF MEANS OF HEAVY-TAILED RANDOM VARIABLES WITH FINITE MOMENTS OF ALL ORDERS.
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- Journal of Applied Probability, 2017, v. 54, n. 1, p. 66, doi. 10.1017/jpr.2016.87
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- Article
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials.
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- Journal of Applied Probability, 2016, v. 53, n. 3, p. 747, doi. 10.1017/jpr.2016.38
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- Article
LOGARITHMIC ASYMPTOTICS FOR MULTIDIMENSIONAL EXTREMES UNDER NONLINEAR SCALINGS.
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- Journal of Applied Probability, 2015, v. 52, n. 1, p. 68
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Heat waves and large deviations of spatially averaged temperature.
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- Geophysical Research Abstracts, 2019, v. 21, p. 1
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Stability assessment of anchor handling vessels during operations.
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- Journal of Marine Science & Technology, 2018, v. 23, n. 2, p. 201, doi. 10.1007/s00773-017-0465-7
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Variational Inference in high-dimensional linear regression.
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- Journal of Machine Learning Research, 2022, v. 23, p. 1
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- Article
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL.
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- International Journal of Theoretical & Applied Finance, 2023, v. 26, n. 2/3, p. 1, doi. 10.1142/S021902492350005X
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- Article
Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2021, v. 18, p. 1103, doi. 10.30757/ALEA.v18-42
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- Article
Large deviations for random walks in a random environment on a strip.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2014, v. 11, p. 1
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- Article
Buffer-aware adaptive resource allocation scheme in LTE transmission systems.
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- EURASIP Journal on Wireless Communications & Networking, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13638-015-0398-y
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- Article
Large Deviation Principle for Benedicks-Carleson Quadratic Maps.
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- Communications in Mathematical Physics, 2012, v. 315, n. 3, p. 803, doi. 10.1007/s00220-012-1540-x
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- Article
Large Deviation Principles for the Processes Admitting Embedded Compound Renewal Processes.
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- Siberian Mathematical Journal, 2022, v. 63, n. 1, p. 119, doi. 10.1134/S0037446622010104
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- Article
The extended large deviation principle for a process with independent increments.
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- Siberian Mathematical Journal, 2017, v. 58, n. 3, p. 515, doi. 10.1134/S0037446617030144
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- Article
Laplace's first law of errors applied to diffusive motion.
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- European Physical Journal B: Condensed Matter, 2024, v. 97, n. 6, p. 1, doi. 10.1140/epjb/s10051-024-00704-5
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- Article
A large deviation theory perspective on nanoscale transport phenomena.
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- European Physical Journal B: Condensed Matter, 2021, v. 94, n. 7, p. 1, doi. 10.1140/epjb/s10051-021-00164-1
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Recent advances in the theory of disordered systems.
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- 2020
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- Editorial
Ergodicity and large deviations in physical systems with stochastic dynamics.
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- European Physical Journal B: Condensed Matter, 2020, v. 93, n. 4, p. 1, doi. 10.1140/epjb/e2020-100605-3
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- Article
Revisiting classical and quantum disordered systems from the unifying perspective of large deviations.
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- European Physical Journal B: Condensed Matter, 2019, v. 92, n. 7, p. N.PAG, doi. 10.1140/epjb/e2019-100151-9
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- Article