scholarly journals A Large-Deviation Principle for Random Evolution Equations

Bernoulli ◽  
2000 ◽  
Vol 6 (6) ◽  
pp. 977 ◽  
Author(s):  
Mohamed Mellouk
Keyword(s):  
Evolution Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Random Evolution ◽  
Deviation Principle

Large deviation principle for semilinear stochastic evolution equations with Poisson noise

2017 ◽  
Vol 20 (02) ◽  
pp. 1750009
Author(s):  
Hassan Dadashi
Keyword(s):  
Evolution Equations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Functional Differential Equations ◽  
Random Measure ◽  
Poisson Noise ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Deviation Principle ◽  
Wide Range

We demonstrate the large deviation principle in the small noise limit for the mild solution of semilinear stochastic evolution equations with monotone nonlinearity and multiplicative Poisson noise. A recently developed method in studying the large deviation principle, weak convergent method, is employed. We apply the result obtained by Budhiraja et al.,7 that reveals the variational representation of exponential integrals w.r.t. the Poisson random measure. Our framework covers a wide range of parabolic, hyperbolic and functional differential equations. We give some examples to illustrate the applications of our results.

Large Deviation Principle for Occupancy Problems With Colored Balls

2003 ◽  
Author(s):  
Paul Dupuis ◽  
Carl Nuzman ◽  
Phil Whiting
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle ◽  
Occupancy Problems

Large deviation principle for the field in prequantum classical statistical field theory

2017 ◽  
Vol 20 (04) ◽  
pp. 1750025
Author(s):  
Andrei Khrennikov ◽  
Achref Majid
Keyword(s):  
Field Theory ◽  
Random Field ◽  
Field Model ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Background Field ◽  
Deviation Principle ◽  
Statistical Field ◽  
Statistical Field Theory

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.

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 Deviation Principle for the Greedy Exploration Algorithm over Erdös-Rényi Graphs

2022 ◽  
Vol 19 (1) ◽  
pp. 439
Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle
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