Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation

Author(s):  
Wei Liu ◽  
Yong Zhang
Author(s):  
Andrei Khrennikov ◽  
Achref Majid

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.


2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.


Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki

Sign in / Sign up

Export Citation Format

Share Document