Search Results - "Large deviation theory"

Switching metastable dynamics in many-body open quantum systems.

Authors: Xiang, Ya-Xin Li, Weibin Bai, Zhengyang et al.

Source: National Science Review. May2026, Vol. 13 Issue 10, p1-10. 10p.

Technical Note—A New Rate-Optimal Sampling Allocation for Linear Belief Models.

Authors: Zhou, Jiaqi Ryzhov, Ilya O.

Source: Operations Research. Jan/Feb2025, Vol. 73 Issue 1, p239-250. 12p.

Optimal Computing Budget Allocation for Data-Driven Ranking and Selection.

Authors: Wang, Yuhao Zhou, Enlu

Source: INFORMS Journal on Optimization. Winter2025, Vol. 7 Issue 1, p1-19. 19p.

Large Deviation Principle for Multi-Scale Stochastic Systems with Monotone Coefficients.

Authors: Li, Miaomiao Liu, Wei

Source: Communications in Mathematics & Statistics. Apr2026, Vol. 14 Issue 2, p247-283. 37p.

Moderate Deviation Principle for Two-Time-Scale Caputo FSDEs Driven by Fractional Brownian Motion.

Authors: Feng, Li Gu, Haibo Chen, Juan

Source: Fractal & Fractional. Feb2026, Vol. 10 Issue 2, p114. 37p.

Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles.

Authors: Miao, Yu Yang, Rui

Source: Communications in Statistics: Theory & Methods. 2026, Vol. 55 Issue 11, p3270-3281. 12p.

Elementary tail bounds on the hypergeometric distribution.

Authors: Mannalath, Vaisakh Zapatero, Víctor Curty, Marcos

Source: Communications in Statistics: Theory & Methods. May2026, p1-7. 7p. 2 Illustrations.

Large deviations of multiscale multivalued McKean-Vlasov stochastic systems.

Authors: Qiao, Huijie¹ (AUTHOR) hjqiaogean@seu.edu.cn

Source: Stochastic Analysis & Applications. May2026, p1-40. 40p.

Parisian ruin of locally self-similar Gaussian processes.

Authors: Novikov, Svyatoslav M.¹ (AUTHOR) Svyatoslav.Novikov@unil.ch

Source: Scandinavian Actuarial Journal. May2026, p1-27. 27p.

Asymptotic smiles for an affine jump-diffusion model.

Authors: Yao, Nian Lin, Junfeng Li, Zhiqiu

Source: Probability, Uncertainty & Quantitative Risk. Sep2025, Vol. 10 Issue 3, p1-20. 20p.

Large Deviation Principle for Hilfer Fractional Stochastic McKean–Vlasov Differential Equations.

Authors: Chen, Juan Gu, Haibo Yan, Yutao et al.

Source: Fractal & Fractional. Aug2025, Vol. 9 Issue 8, p544. 20p.

Self-Normalized Large Deviation Principle and Cramér Type Moderate Deviations for a Supercritical Branching Process.

Authors: Duan, Peishuang Hu, Haijuan Mei, Tingyue et al.

Source: Axioms (2075-1680). Aug2025, Vol. 14 Issue 8, p556. 15p.

Deep Reinforcement Learning Method for Wireless Video Transmission Based on Large Deviations.

Authors: Xie, Yongxiao Song, Shian

Source: Mathematics (2227-7390). Aug2025, Vol. 13 Issue 15, p2434. 18p.

Balancing Optimal Large Deviations in Sequential Selection.

Authors: Chen, Ye Ryzhov, Ilya O.

Source: Management Science (INFORMS). Jun2023, Vol. 69 Issue 6, p3457-3473. 17p. 4 Graphs.

Sample-path moderate deviation principle for GI/GI/1+GI queues in the nearly critically loaded regime.

Authors: Feng, Chang Hasenbein, John J. Pang, Guodong

Source: Queueing Systems. Jun2025, Vol. 109 Issue 2, p1-37. 37p.

Subjects: Large deviation theory, Square root

Some asymptotics for short maturity Asian options.

Authors: Shoshi, Humayra SenGupta, Indranil

Source: Stochastic Models. 2025, Vol. 41 Issue 3, p356-382. 27p.

Subjects: Asymptotic analysis, Large deviation theory, Financial instruments, Derivative securities, Market value

Self-normalized deviations for a supercritical Galton-Watson process with immigration.

Authors: Sun, Mingyang¹ (AUTHOR) sunmingyang@mail.bnu.edu.cn

Source: Communications in Statistics: Theory & Methods. 2026, Vol. 55 Issue 3, p899-910. 12p.

Large deviations for a spatial average of stochastic heat and wave equations.

Authors: Ebina, Masahisa¹ ebinamasahisa@gmail.com

Source: ALEA. Latin American Journal of Probability & Mathematical Statistics. 2025, Vol. 22 Issue 2, p905-924. 20p.

Bounds of some divergence measures using Green's function and Fink's identity via Diamond Integrals.

Authors: Bilal, Muhammad Ali Khan, Khuram Nosheen, Ammara et al.

Source: Journal of Applied Analysis. Jun2025, Vol. 31 Issue 1, p55-68. 14p.

A Note on a Random Walk on the L-Lattice and Relative First-Passage-Time Problems.

Authors: Spina, Serena¹ (AUTHOR)

Source: AppliedMath. Jun2025, Vol. 5 Issue 2, p44. 24p.