Found 8,271 Documents (Results 1–100)

100
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Large deviations, moment problems, and sum rules (to appear). (English)Zbl 07002081

De Gruyter Series in Probability and Stochastics. Berlin: De Gruyter (ISBN 978-3-11-054891-4/hbk; 978-3-11-054959-1/ebook). xii, 200 p. (2023).
MSC:  60-02 60F10 60G57

Asymptotic properties of a supercritical branching process with immigration in a random environment. (English)Zbl 07525909

MSC:  60F10 60J80 60K37
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Tail bounds for empirically standardized sums. (English)Zbl 07524976

MSC:  62G32 60F10
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Large deviations for Gibbs ensembles of the classical Toda chain. (English)Zbl 07524197

MSC:  60B20 60K35 60F10
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Persistence of heavy-tailed sample averages: principle of infinitely many big jumps. (English)Zbl 07524193

MSC:  60B20 60J76 60F10
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Erratum to: “Asymptotic results for empirical measures of weighted sums of independent random variables”. (English)Zbl 07523285

MSC:  60F15 60F05 60F10
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Berry-Esseen bound and precise moderate deviations for products of random matrices. (English)Zbl 07523088

MSC:  60F10 60B20 60J05
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Characterization of large deviation probabilities for regenerative sequences. (English. Russian original)Zbl 07517598

Proc. Steklov Inst. Math. 316, No. 1, 40-56 (2022); translation from Tr. Mat. Inst. Steklova 316, 47-63 (2022).
MSC:  60-XX 90-XX
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On negative dependence inequalities and maximal scores in round-robin tournaments. (English)Zbl 07512059

MSC:  60E15 05C20 60F10
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Large deviations for discrete $$\beta$$-ensembles. (English)Zbl 07510676

MSC:  60-XX 81-XX
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Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM. (English)Zbl 07510671

MSC:  60-XX 35-XX
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Large deviations in weakly interacting fermions: generating functions as Gaussian Berezin integrals and bounds on large Pfaffians. (English)Zbl 07505720

MSC:  81T08 82C22 46L53
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On moderate deviations for count data and gamma approximation. (English)Zbl 07505710

MSC:  60F05 60F10 62E17
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Large deviations of cancer recurrence timing. (English)Zbl 07502134

MSC:  60F10 92C50 60J85
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Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems. (English)Zbl 07500278

MSC:  60F10 37D20 37A50
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Projections of the uniform distribution on the cube: a large deviation perspective. (English)Zbl 07500277

MSC:  60F10 46B06 52A23
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MSC:  82-XX
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MSC:  82-XX
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Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. (English)Zbl 07496936

MSC:  60F10 60K05 60K30
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Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit. (English)Zbl 07493834

MSC:  60F10 35R60 60J60
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Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume. (English)Zbl 07491683

MSC:  82Cxx 60Jxx 60Fxx
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A sharp asymptotics of the partition function for the collapsed interacting partially directed self-avoiding walk. (English)Zbl 07491670

MSC:  60K35 82B41
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MSC:  60F10
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New result for large deviation principle for stochastic evolution equations in the Besov-Orlicz space. (English)Zbl 07491362

MSC:  60F10 30H25
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Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit. (English)Zbl 07490841

MSC:  60F10 65C05
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The large deviation principle for interacting dynamical systems on random graphs. (English)Zbl 07488558

MSC:  60F10 60C05 05C80
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Entropic extensivity and large deviations in the presence of strong correlations. (English)Zbl 07487472

MSC:  82-XX 60-XX
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Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts. (English)Zbl 07485075

MSC:  60F10 60G07
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Intermediate and small scale limiting theorems for random fields. (English)Zbl 07485061

MSC:  60G60 60F10 60G15
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Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times. (English)Zbl 1480.91075

MSC:  91B05 60F10
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Some large deviation asymptotics in small noise filtering problems. (English)Zbl 07482156

MSC:  60F10 60G35 93E11
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Large deviations for the right-most position of a last progeny modified branching random walk. (English)Zbl 07481555

MSC:  60F10 60G50 60J80
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Large deviations in the supremum norm for a reaction-diffusion system. (English)Zbl 07477295

MSC:  60-XX 82-XX
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MSC:  82-XX
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MSC:  82-XX
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Large deviation principles for the processes admitting embedded compound renewal processes. (English. Russian original)Zbl 07466390

Sib. Math. J. 63, No. 1, 119-137 (2022); translation from Sib. Mat. Zh. 63, No. 1, 145-166 (2022).
MSC:  60F10 60K05
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On the existence conditions for exact large deviation principles. (English. Russian original)Zbl 1481.60064

Sib. Math. J. 63, No. 1, 48-64 (2022); translation from Sib. Mat. Zh. 63, No. 1, 58-76 (2022).
MSC:  60F10 60K05 60G50
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Moderate deviation principles for nonparametric recursive distribution estimators using Bernstein polynomials. (English)Zbl 07464329

MSC:  62G07 62L20 60F10
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Integro-local limit theorems for supercritical branching process in a random environment. (English)Zbl 1478.60273

MSC:  60K37 60J80
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An asymptotic thin shell condition and large deviations for random multidimensional projections. (English)Zbl 1480.60061

MSC:  60F10 52A23 46B06
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Large deviation principle for stochastic Burgers type equation with reflection. (English)Zbl 07461706

MSC:  60F10 60H15
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Duality for real and multivariate exponential families. (English)Zbl 07451339

MSC:  62H05 60E10
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Large deviations for super-heavy tailed random walks. (English)Zbl 1474.60123

MSC:  60G50 60F10
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Deviations for weak record numbers in simple random walks. (English)Zbl 07524822

MSC:  60F10 60G50
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Large deviations of the KPZ equation via the stochastic Airy operator. (English)Zbl 07500587

Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 415-430 (2021).
MSC:  60F10 60H25
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Large deviation for dynamic model of three dimensional Young diagrams. (English)Zbl 07500578

Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 227-239 (2021).
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An Eyring-Kramers law for slowly oscillating bistable diffusions. (English)Zbl 07496977

MSC:  60H10 60J45 81Q20
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Schrödinger problem for lattice gases: a heuristic point of view. (English)Zbl 07495290

Nielsen, Frank (ed.) et al., Geometric science of information. 5th international conference, GSI 2021, Paris, France, July 21–23, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12829, 891-899 (2021).
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MSC:  91G05
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The random walk penalised by its range in dimensions $$d\geqslant 3$$. (La marche aléatoire pénalisée par son image en dimension $$d\geqslant 3$$.) (English. French summary)Zbl 07480699

MSC:  60F10 60G50 82B41
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Joint large deviation principle for some empirical measures of the $$d$$-regular random graphs. (English)Zbl 07479271

MSC:  05C80 60F10 60J80
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