scholarly journals Large deviations for tandem queueing systems

1994 ◽  
Vol 7 (3) ◽  
pp. 301-330 ◽  
Author(s):  
Roland L. Dobrushin ◽  
Eugene A. Pechersky
Keyword(s):  
Large Deviations ◽  
Queueing System ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Queueing Systems ◽  
Random Processes ◽  
Large Delay ◽  
Deviation Principle ◽  
Independent Increments ◽  
Processes With Independent Increments

The crude asymptotics of the large delay probability in a tandem queueing system is considered. The main result states that one of the two channels in the tandem system defines the crude asymptotics. The constant that determines the crude asymptotics is given. The results obtained are based on the large deviation principle for random processes with independent increments on an infinite interval recently established by the authors.

scholarly journals LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flows ◽  
Brownian Motions ◽  
Deviation Principle ◽  
And Brownian Motion

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.

scholarly journals Large Deviations for Stochastic Differential Equations on Sd Associated with the Critical Sobolev Brownian Vector Fields

2011 ◽  
Vol 2011 ◽  
pp. 1-19
Author(s):  
Qinghua Wang
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Vector Fields ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle

We obtain a large deviation principle for the stochastic differential equations on the sphere Sd associated with the critical Sobolev Brownian vector fields.

LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS

2006 ◽  
Vol 06 (04) ◽  
pp. 487-520 ◽  
Author(s):  
FUQING GAO ◽  
JICHENG LIU
Keyword(s):  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Wiener Space ◽  
Small Perturbations ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
Sobolev Norms

We prove large deviation principles for solutions of small perturbations of SDEs in Hölder norms and Sobolev norms, where the SDEs have non-Markovian coefficients. As an application, we obtain a large deviation principle for solutions of anticipating SDEs in terms of (r, p) capacities on the Wiener space.

scholarly journals Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness

Filomat ◽  
2018 ◽  
Vol 32 (2) ◽  
pp. 473-487 ◽  
Author(s):  
A. Haseena ◽  
M. Suvinthra ◽  
N. Annapoorani
Keyword(s):  
Weak Convergence ◽  
Large Deviations ◽  
Finite Number ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Integrodifferential Equations ◽  
Multiplicative Noises ◽  
Deviation Principle ◽  
Laplace Principle ◽  
Weak Convergence Approach

A Freidlin-Wentzell type large deviation principle is derived for a class of It? type stochastic integrodifferential equations driven by a finite number of multiplicative noises of the Gaussian type. The weak convergence approach is used here to prove the Laplace principle, equivalently large deviation principle.

Large deviations for stochastic differential equations with general delayed generator

2020 ◽  
Vol 28 (3) ◽  
pp. 197-207
Author(s):  
Clément Manga ◽  
Auguste Aman
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Differential Delay ◽  
Deviation Principle ◽  
Nonlinear Anal ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations

AbstractThis paper is devoted to derive a Freidlin–Wentzell type of the large deviation principle for stochastic differential equations with general delayed generator. We improve the result of Chi Mo and Jiaowan Luo [C. Mo and J. Luo, Large deviations for stochastic differential delay equations, Nonlinear Anal. 80 2013, 202–210].

scholarly journals Weak specification properties and large deviations for non-additive potentials

2013 ◽  
Vol 35 (3) ◽  
pp. 968-993 ◽  
Author(s):  
PAULO VARANDAS ◽  
YUN ZHAO
Keyword(s):  
Dynamical Systems ◽  
Large Deviations ◽  
Lyapunov Exponents ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle ◽  
Hyperbolic Dynamical Systems

AbstractWe obtain large deviation bounds for the measure of deviation sets associated with asymptotically additive and sub-additive potentials under some weak specification properties. In particular, a large deviation principle is obtained in the case of uniformly hyperbolic dynamical systems. Some applications to the study of the convergence of Lyapunov exponents are given.

scholarly journals Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)

1994 ◽  
Vol 7 (3) ◽  
pp. 423-436 ◽  
Author(s):  
O. V. Gulinskii ◽  
Robert S. Lipster ◽  
S. V. Lototskii
Keyword(s):  
Markov Process ◽  
Large Deviations ◽  
Discrete Time ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Occupation Measure ◽  
Additive Functionals ◽  
Deviation Principle ◽  
Exponential Tightness

We combine the Donsker and Varadhan large deviation principle (l.d.p) for the occupation measure of a Markov process with certain results of Deuschel and Stroock, to obtain the l.d.p. for unbounded functionals. Our approach relies on the concept of exponential tightness and on the Puhalskii theorem. Three illustrative examples are considered.

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