Keywords: 60G55; 60F10; Moderate deviations; Large deviations; Multivariate Hawkes processes; Point processes; Self-exciting processes;
مقالات ISI (ترجمه نشده)
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Keywords: 62G05; 62G20; 60J80; 60F05; 60F10; Bifurcating Markov chain; Binary tree; Bifurcating autoregressive process; Nonparametric estimation; Nadaraya-Watson estimator; Moderate deviation principle;
Keywords: 60F10; 60F05; 60F15; Almost sure central limit theorem; C-process; Exposed point;
Keywords: 60G17; 60F10; 60G50; Almost sure convergence; Maximal inequalities; Subgaussian random variables; Exponential integrability; Random series;
Keywords: primary; 60F05; 60F10; secondary; 62H15; Asymptotic distribution; Central limit theorem; Hypothesis testing; Large deviation principle; Shock model;
Keywords: primary; 60F10; 91B30; secondary; 62B10; 62D05; Contraction principle; Lagrange multipliers; Quantile; Entropic risk measure; Relative entropy;
Keywords: 60F10; 60H15; 60J75; Stochastic reaction-diffusion equation; Subordinate Brownian motions; Large deviation principle; Occupation measure;
Keywords: 60F10; 60H10; 60J60; Diffusion; Empirical measure; Large deviations; Weak convergence method;
Keywords: 05A15; 05A16; 05A17; 11P82; 60C05; 60F10; Partition; Young diagram; Extremities; Enumeration; Graphical; Convergence rate;
Keywords: primary; 60G15; 60F10; secondary; 60G70; Gaussian process; High excursions; Minima; Precise asymptotics;
Keywords: primary; 60B20; secondary; 60F05; 60F10; 60G10; 60G55; 60G70; Sample correlation matrix; Infinite fourth moment; Largest eigenvalue; Smallest eigenvalue; Spectral distribution; Sample covariance matrix; Self-normalization; Regular variation; Combinatorics
Keywords: primary; 60B20; secondary; 60F10; 60G50; 60G42; Concentration inequality; Moment inequality; Random matrix;
Keywords: primary; 60F10; secondary; 91B25, 60G44; 60G44; Implied volatility; Option price; Tail probability; Stochastic volatility model; Large deviations; Multiscaling of moments;
Keywords: 28A78; 28A80; 60F10; 60G42; 60G57; 60K40; Mandelbrot measures; Hausdorff dimension; Multifractals; Phase transitions; Large deviations; Branching random walk in a random environment;
Relative weak compactness of sums of pair-wise independent random variables
Keywords: primary; 60F10; 60F15; Pair-wise independent random variables; Relative weak compactness;
A moderate deviation principle for stochastic Volterra equation
Keywords: primary; 60H15; secondary; 60F05; 60F10; Stochastic Volterra equations; Moderate deviation principle; Weak convergence method;
Limit theorems for the compensator of Hawkes processes
Keywords: primary; 60G55; secondary; 60F10; Hawkes processes; Self-exciting processes; Compensator; Large deviations; Central limit theorems; Law of large numbers;
Large deviations for estimators of the parameters of a neuronal response latency model
Keywords: 60F10; 62F12; 62F15; 92C20; Contraction principle; Relative entropy; Maximum likelihood estimator; Curved exponential model;
Moderate deviations for neutral stochastic differential delay equations with jumps
Keywords: 60F10; 60H10; Moderate deviations; Neutral stochastic differential delay equations; Poisson random measure;
Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
Keywords: 60F10; 62H15; High-dimensional normal distribution; Likelihood ratio tests; Moderate deviations;
Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness
Keywords: 60H15; 60F10; 35R60; Quasilinear stochastic partial differential equations; Strong solutions; Energy inequality;
Law of large numbers for random walks on attractive spin-flip dynamics
Keywords: primary; 82C41; secondary; 82C22; 60K37; 60F10; 60F15; 39B62; Random walks; Dynamic random environments; Strong law of large numbers; Large deviation estimates; Monotonicity; Contact process;
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
Keywords: 60J60; 58J65; 60J65; 60F10; 82C31; Excursion theory; Bessel process; Haldane equality; Cycle flux; Nonequilibrium;
Keywords: 37H10; 60F10; 34C29; Large deviations; Homogenization; Duffing-van der Pol oscillator; Energy harvester; SMIB power system;
Estimation of the realized (co-)volatility vector: Large deviations approach
Keywords: 60F10; 60G42; 62M10; 62G05; Realized volatility and covolatility; Large deviations; Diffusion; Discrete-time observation;
Keywords: primary; 60D05; secondary; 60F05; 60F10; 60G55; Central limit theorem; Compound Poisson limit theorem; Concentration inequality; Covariogram; Gilbert graph; Malliavin-Stein method; Poisson point process; Random geometric graph; Stable limit theorem; Tal
A boundary driven generalized contact process with exchange of particles: Hydrodynamics in infinite volume
Keywords: primary; 82C22; secondary; 60F10; 82C35; Generalized contact process; Two species process; Hydrodynamic limit; Specific entropy; Stationary nonequilibrium states; Reservoirs; Infinite volume; Current;
Keywords: 60F10; 60G50; 60G70; 60J10; Longest run; Large deviation principle; Bernoulli trail; Markov chain;
Keywords: 60F10; 62F05; 62G30; Symmetry tests; Order statistics; Bahadur efficiency; U-statistics;
Keywords: 60F10; 60J27; Bernoulli trials; Continuous time Markov chains; Damping effect; Wave governed random motion;
Keywords: 60J80; 60K37; 60F10; Branching Brownian motion; Poissonian traps; Random environment; Hard obstacles;
Keywords: 60F10; 62G32Tail dependence; Asymptotic independence; Copulas; Regular variation; Gaussian mixtures
Keywords: primary; G0G10; 62M10; secondary; 60F10; Rescaled range statistic; Hurst phenomenon; Subgaussian;
Keywords: primary; 60F10; 60H05; secondary; 60G15; Cumulants; Large deviation probabilities; Moderate deviations; Wiener chaos;
Keywords: primary; 60F10; 65C05; secondary; 60G57; 68U20; Large deviations; Empirical measures; Importance sampling; Monte Carlo;
Keywords: 60F10; 91G99; 91G60Stochastic volatility; Heston; Forward implied volatility; Asymptotic expansion; Sharp large deviations
Keywords: 35A15; 60F10; 82B20Gradient flows; Large deviations; Optimal transport; Hydrodynamic limits
Keywords: 60F10; 05C80; 60C05; 05A20; Large deviations; Sparse random graphs; Regularity lemma; Arithmetic progressions; Exponential random graph models; Concentration of measure;
Keywords: 60F10; 60K37; 60G50; Large deviations; Random walks in random environment; Discrete point processes;
Keywords: 60F10; 60F15Exponential tail; Random series; Upper tail probability; Large deviation
Keywords: 60F10; 11A67; 11K55Large deviations; Moderate deviations; Modified Engel continued fractions; Good rate function
Keywords: 60F10; 62G20; 62G30Large deviations; Moderate deviations; Order statistics; Spacings
Keywords: 60F10; 62F03; 62F05; Order statistics property; LRT statistics; First kind error probability; Most likely path;
Keywords: 60F10; 11A67Large deviations; Moderate deviations; Alternating Engel expansion
Keywords: 60H25; 60J80; 60F10; 60K05High-order Lindley equation; Stochastic fixed-point equations; Weighted branching processes; Branching random walk; Power law distributions; Large deviations; Cramér–Lundberg approximation; Random difference equations; Maximum re
Keywords: 60F10; 60F17; 60G50Large deviations; Sample paths; Product of sums of random variables
Keywords: 60F10; 62J05; 60J05Deviation inequalities; Large and moderate deviation principle; Diffusion; Discrete-time observation; Realized volatility
Keywords: 60F10; 62F12; 62F15; 60G10; 60G15Large deviations; Stationary Gaussian process; Short-range and long-range dependence
Keywords: 60F10; 60J10; 62M10Moderate deviation; Autoregressive process; mm-dependent; Gärtner–Ellis Theorem
Keywords: 60F10; 60F15; 65Z05Convergence rate; Stochastic dynamical systems; Long time study; Magnetism; Hysteresis