Search Results - "Large deviations (Mathematics)"

Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk.

Authors: Bazhba, Mihail Blanchet, Jose Rhee, Chang-Han et al.

Source: Mathematics of Operations Research (INFORMS). Feb2025, Vol. 50 Issue 1, p711-742. 32p.

Importance Sampling for Rainbow Option Pricing.

Authors: Setayeshgar, Leila Wang, Hui

Source: Stochastic Systems (INFORMS). Mar2026, Vol. 16 Issue 1, p90-107. 18p.

Large Deviations for the Supremum of Partial Sums of Non-Independent and Non-Identically Distributed Random Variables.

Authors: Wang, Xia Liu, Xiaoya

Source: Mathematics (2227-7390). Apr2026, Vol. 14 Issue 8, p1322. 23p.

ACCELERATED GRADIENT METHODS WITH BIASED GRADIENT ESTIMATES: RISK SENSITIVITY, HIGH-PROBABILITY GUARANTEES, AND LARGE DEVIATION BOUNDS.

Authors: GÜRBÜZBALABAN, MERT SYED, YASA AYBA, NECDET SERHAT

Source: Journal of Nonlinear & Variational Analysis. 2026, Vol. 10 Issue 2, p231-285. 55p.

Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.

Authors: Bai, Yuanlu Huang, Zhiyuan Lam, Henry et al.

Source: Management Science (INFORMS). Oct2024, Vol. 70 Issue 10, p6852-6873. 22p.

Large deviations of the giant in supercritical kernel-based spatial random graphs.

Authors: Jorritsma, Joost Komjáthy, Júlia Mitsche, Dieter

Source: Probability Theory & Related Fields. Jun2026, Vol. 195 Issue 1/2, p247-346. 100p.

Large deviations for m-dependent super-heavy tailed random variables.

Authors: Lu, Dawei Wang, Yue

Source: Communications in Statistics: Theory & Methods. May2026, p1-17. 17p.

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.

Hydrodynamic Limit and Large Deviations for Run-And-Tumble Particles with Mean-Field Switching Rates.

Authors: Pulvirenti, Elena Redig, Frank Wiechen, Hidde van

Source: Journal of Statistical Physics. May2026, Vol. 193 Issue 5, p1-27. 27p.

Subjects: Large deviations (Mathematics), Mean field theory, Limit theorems, Hydrodynamics, Perturbation theory

The porous medium equation: Large deviations and gradient flow with degenerate and unbounded diffusion.

Authors: Gess, Benjamin Heydecker, Daniel

Source: Communications on Pure & Applied Mathematics. Sep2025, Vol. 78 Issue 9, p1609-1655. 47p.

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.

Precise deviations for discrete marked Hawkes processes.

Authors: Wang, Yingli He, Ping

Source: Communications in Statistics: Theory & Methods. 2026, Vol. 55 Issue 15, p5040-5061. 22p.

Upper tail large deviation for the one-dimensional frog model.

Authors: Can, Van Hao Kubota, Naoki Nakajima, Shuta

Source: Probability Theory & Related Fields. Apr2026, Vol. 194 Issue 3/4, p1945-2023. 79p.

Towards abstract Wiener model spaces.

Authors: Chiusole, Gideon Friz, Peter K.

Source: Probability Theory & Related Fields. Apr2026, Vol. 194 Issue 3/4, p1327-1395. 69p.

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.

Nonstandard Limit Theorems and Large Deviation for β-Jacobi Ensembles with a Different Scaling.

Authors: Ma, Yutao Mao, Yonghua Wang, Siyu

Source: Acta Mathematica Sinica. Jul2025, Vol. 41 Issue 7, p1753-1774. 22p.

A large deviations principle for time averages of continuous-state branching processes with immigration.

Authors: Abdellatif, Mariem Friesen, Martin Kuchling, Peter et al.

Source: Stochastics: An International Journal of Probability & Stochastic Processes. Jun2025, Vol. 97 Issue 4, p520-538. 19p.

Large deviations of bisexual branching process in random environment.

Authors: Shklyaev, Aleksandr V.¹ (AUTHOR) ashklyaev@gmail.com

Source: Discrete Mathematics & Applications. Jun2025, Vol. 35 Issue 3, p173-186. 14p.

Large Deviation Principle for a Two‐Time‐Scale Mckean–Vlasov Model With Jumps.

Authors: Yang, Xiaoyu Xu, Yong

Source: Mathematical Methods in the Applied Sciences. 5/30/2025, Vol. 48 Issue 8, p8617-8631. 15p.

Large Deviations Principle for Stochastic Delay Differential Equations with Super-linearly Growing Coefficients.

Authors: Jin, Diancong Chen, Ziheng Zhou, Tau

Source: Frontiers of Mathematics. May2025, Vol. 20 Issue 3, p699-720. 22p.