La convergence en probabilité et la convergence presque sûre de certaines suites de variables aléatoires dépendantes
Large and moderate deviations for Hotelling's -statistic.
Large and moderate deviations for moving average processes
Large and moderate deviations for the local time of a recurrent Markov chain on
Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives
2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic behaviour not only for the moderate deviations scale but also for the large deviations one. We provide results both for the pointwise and the uniform deviations.
Large deviation estimate of transition densities for jump processes
Large deviation principle and inviscid shell models.
Large deviation principle for empirical measures generated by Cox point processes
Large deviation principle for enhanced gaussian processes
Large deviation principle of occupation measure for stochastic Burgers equation
Large deviation principles and generalized Sherrington-Kirkpatrick models
Large deviation principles for Markov processes via phi-Sobolev inequalities.
Large deviation probabilities for random walks with semiexponential distributions.
Large deviation probabilities for some rescaled superprocesses
Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite Markov...
Large deviations and isoperimetry over convex probability measures with heavy tails.
Large deviations and Nelson processes.
Large deviations and quasi-potential of a Fleming-Viot process.
Large deviations and stochastic calculus for large random matrices.
Large deviations and strong mixing