Sample path large deviations for Laplacian models in $(1+1)$-dimensions

Stefan Adams; Alexander Kister; Hendrik Weber

doi:10.1214/16-ejp8

Sample path large deviations for Laplacian models in $(1+1)$-dimensions

Electronic Journal of Probability ◽

10.1214/16-ejp8 ◽

2016 ◽

Vol 21 (0) ◽

Cited By ~ 2

Author(s):

Stefan Adams ◽

Alexander Kister ◽

Hendrik Weber

Keyword(s):

Large Deviations ◽

Sample Path ◽

Sample Path Large Deviations

Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

Mathematics of Operations Research ◽

10.1287/moor.2017.0908 ◽

2018 ◽

Vol 43 (4) ◽

pp. 1348-1377 ◽

Cited By ~ 3

Author(s):

William H. Sandholm ◽

Mathias Staudigl

Keyword(s):

Large Deviations ◽

Evolutionary Game ◽

Sample Path ◽

Game Dynamics ◽

Sample Path Large Deviations

Sample path large deviations for multiclass feedforward queueing networks in critical loading

The Annals of Applied Probability ◽

10.1214/105051606000000439 ◽

2006 ◽

Vol 16 (4) ◽

pp. 1893-1924 ◽

Cited By ~ 4

Author(s):

Kurt Majewski

Keyword(s):

Large Deviations ◽

Queueing Networks ◽

Sample Path ◽

Critical Loading ◽

Sample Path Large Deviations

Sample Path Large Deviations for Squares of Stationary Gaussian Processes

Theory of Probability and Its Applications ◽

10.1137/s0040585x97986023 ◽

2013 ◽

Vol 57 (2) ◽

pp. 347-357 ◽

Cited By ~ 1

Author(s):

M. Zani

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Sample Path ◽

Stationary Gaussian Processes ◽

Sample Path Large Deviations

Sample-path large deviations for generalized processor sharing queues with Gaussian inputs

Performance Evaluation ◽

10.1016/j.peva.2004.11.009 ◽

2005 ◽

Vol 61 (2-3) ◽

pp. 225-256 ◽

Cited By ~ 10

Author(s):

Michel Mandjes ◽

Miranda van Uitert

Keyword(s):

Large Deviations ◽

Sample Path ◽

Processor Sharing ◽

Generalized Processor Sharing ◽

Processor Sharing Queues ◽

Sample Path Large Deviations

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

The Annals of Applied Probability ◽

10.1214/20-aap1570 ◽

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

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

Electronic Journal of Probability ◽

10.1214/ejp.v10-273 ◽

2005 ◽

Vol 10 (0) ◽

pp. 1026-1043 ◽

Cited By ~ 20

Author(s):

Ayalvadi Ganesh ◽

Claudio Macci ◽

Giovanni Torrisi

Keyword(s):

Large Deviations ◽

Shot Noise ◽

Sample Path ◽

Poisson Shot Noise ◽

Sample Path Large Deviations

Stochastic Modelling and Applied Probability - Large Deviations Techniques and Applications ◽

10.1007/978-3-642-03311-7_5 ◽

2009 ◽

pp. 175-250

Author(s):

Amir Dembo ◽

Ofer Zeitouni

Keyword(s):

Large Deviations ◽

Sample Path ◽

Sample Path Large Deviations

Sample path large deviations for a class of random currents

Stochastic Processes and their Applications ◽

10.1016/j.spa.2003.07.003 ◽

2003 ◽

Vol 108 (2) ◽

pp. 203-228 ◽

Cited By ~ 4

Author(s):

Kazumasa Kuwada

Keyword(s):

Large Deviations ◽

Sample Path ◽

Sample Path Large Deviations

Large Deviations Techniques and Applications ◽

10.1007/978-1-4612-5320-4_5 ◽

1998 ◽

pp. 175-250 ◽

Cited By ~ 14

Author(s):

Amir Dembo ◽

Ofer Zeitouni

Keyword(s):

Large Deviations ◽

Sample Path ◽

Sample Path Large Deviations

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

Journal of Applied Probability ◽

10.1017/s002190020000824x ◽

2011 ◽

Vol 48 (03) ◽

pp. 688-698 ◽

Cited By ~ 2

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.