Large Deviations in Generalized Random Graphs with Node Weights
Sign Up to like & getrecommendations! Published in 2018 at "Acta Mathematica Sinica, English Series"
DOI: 10.1007/s10114-018-7357-6
Abstract: Generalized random graphs are considered where the presence or absence of an edge depends on the weights of its nodes. Our main interest is to investigate large deviations for the number of edges per node… read more here.
Keywords: generalized random; random graphs; large deviations; node weights ... See more keywords
Moments and large deviations for supercritical branching processes with immigration in random environments
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DOI: 10.1007/s10473-022-0102-3
Abstract: Let ( Z n ) be a branching process with immigration in a random environment ξ , where ξ is an independent and identically distributed sequence of random variables. We show asymptotic properties for all… read more here.
Keywords: deviations supercritical; immigration random; moments large; large deviations ... See more keywords
Large Deviations for the Annealed Ising Model on Inhomogeneous Random Graphs: Spins and Degrees
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DOI: 10.1007/s10955-018-2027-8
Abstract: We prove a large deviations principle for the total spin and the number of edges under the annealed Ising measure on generalized random graphs. We also give detailed results on how the annealing over the… read more here.
Keywords: random graphs; ising model; annealed ising; large deviations ... See more keywords
Large Deviations and One-Sided Scaling Limit of Randomized Multicolor Box-Ball System
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DOI: 10.1007/s10955-019-02417-x
Abstract: The basic $$\kappa $$ κ -color box-ball (BBS) system is an integrable cellular automaton on one dimensional lattice whose local states take $$\{0,1,\ldots ,\kappa \}$$ { 0 , 1 , … , κ } with… read more here.
Keywords: system; box ball; box; large deviations ... See more keywords
Large Deviations in the Symmetric Simple Exclusion Process with Slow Boundaries
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DOI: 10.1007/s10955-020-02680-3
Abstract: We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates.… read more here.
Keywords: symmetric simple; exclusion process; large deviations; simple exclusion ... See more keywords
Large Deviations for Sums of Bounded Functions of a Normalized Sample Under Gamma Distribution
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-017-3499-9
Abstract: We study large deviations of a widely used class of scale-free statistics under gamma distribution. We show that the constraints on the functions defining these statistics can be relaxed with respect to the previously obtained… read more here.
Keywords: sums bounded; deviations sums; gamma distribution; bounded functions ... See more keywords
Some Large Deviations Principles for Time-Changed Gaussian Processes
Sign Up to like & getrecommendations! Published in 2020 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-020-09494-6
Abstract: LetX= (X(t))(t >= 0)(X(0) = 0) be a continuous centered Gaussian process on a probability space (omega,F,P), and let (Y-t)(t is an element of)[0,1] (Y-0= 0) be a continuous process (on the same probability space)… read more here.
Keywords: time changed; changed gaussian; gaussian processes; deviations principles ... See more keywords
Precise large deviations for sums of random vectors with dependent components of consistently varying tails
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DOI: 10.1007/s11464-017-0635-2
Abstract: Let {Xi = (X1,i,...,Xm,i)⊤, i ≥ 1} be a sequence of independent and identically distributed nonnegative m-dimensional random vectors. The univariate marginal distributions of these vectors have consistently varying tails and finite means. Here, the… read more here.
Keywords: varying tails; precise large; random vectors; consistently varying ... See more keywords
Well-posedness and large deviations for a class of SPDEs with Lévy noise
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DOI: 10.1016/j.jde.2017.06.016
Abstract: Abstract In this paper, a class of stochastic partial differential equations (SPDEs) with Levy noise is concerned. Firstly, the local well-posedness is established by the iterative approximation. Then the large deviation principle (LDP) for the… read more here.
Keywords: posedness large; equation stochastic; class; well posedness ... See more keywords
A large deviations principle for stochastic flows of viscous fluids
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DOI: 10.1016/j.jde.2017.12.031
Abstract: Abstract We study the well-posedness of a stochastic differential equation on the two dimensional torus T 2 , driven by an infinite dimensional Wiener process with drift in the Sobolev space L 2 ( 0… read more here.
Keywords: stochastic flows; flows viscous; principle stochastic; deviations principle ... See more keywords
Introduction to dynamical large deviations of Markov processes
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2017.10.046
Abstract: Abstract These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and nonequilibrium… read more here.
Keywords: deviations markov; dynamical large; introduction dynamical; markov processes ... See more keywords