Sample Path Large Deviations

2009 ◽  
pp. 175-250
Author(s):  
Amir Dembo ◽  
Ofer Zeitouni
Keyword(s):  
Large Deviations ◽  
Sample Path ◽  
Sample Path Large Deviations

scholarly journals Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

2018 ◽  
Vol 43 (4) ◽  
pp. 1348-1377 ◽  
Author(s):  
William H. Sandholm ◽  
Mathias Staudigl
Keyword(s):  
Large Deviations ◽  
Evolutionary Game ◽  
Sample Path ◽  
Game Dynamics ◽  
Sample Path Large Deviations

scholarly journals Sample path large deviations for Lévy processes and random walks with Weibull increments

2020 ◽  
Vol 30 (6) ◽  
pp. 2695-2739
Author(s):  
Mihail Bazhba ◽  
Jose Blanchet ◽  
Chang-Han Rhee ◽  
Bert Zwart
Keyword(s):  
Large Deviations ◽  
Random Walks ◽  
Lévy Processes ◽  
Sample Path ◽  
Levy Processes ◽  
Sample Path Large Deviations

scholarly journals Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications

2005 ◽  
Vol 10 (0) ◽  
pp. 1026-1043 ◽  
Author(s):  
Ayalvadi Ganesh ◽  
Claudio Macci ◽  
Giovanni Torrisi
Keyword(s):  
Large Deviations ◽  
Shot Noise ◽  
Sample Path ◽  
Poisson Shot Noise ◽  
Sample Path Large Deviations

scholarly journals Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions

2011 ◽  
Vol 48 (03) ◽  
pp. 688-698 ◽  
Author(s):  
Ken R. Duffy ◽  
Giovanni Luca Torrisi
Keyword(s):  
Large Deviations ◽  
Shot Noise ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Sample Path ◽  
Rate Function ◽  
Sample Paths ◽  
Heavy Tailed ◽  
Poisson Shot Noise ◽  
Sample Path Large Deviations

It is shown that the sample paths of Poisson shot noise with heavy-tailed semiexponential distributions satisfy a large deviation principle with a rate function that is insensitive to the shot shape. This demonstrates that, on the scale of large deviations, paths to rare events do not depend on the shot shape.

scholarly journals Two-parameter Sample Path Large Deviations for Infinite-Server Queues

2014 ◽  
Vol 4 (1) ◽  
pp. 206-249 ◽  
Author(s):  
Jose Blanchet ◽  
Xinyun Chen ◽  
Henry Lam
Keyword(s):  
Large Deviations ◽  
Sample Path ◽  
Infinite Server ◽  
Infinite Server Queues ◽  
Two Parameter ◽  
Sample Path Large Deviations
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