Related papers: Process level moderate deviations for stabilizing …
Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…
Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…
We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…
In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…
Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…
The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…
This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…
The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…
This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and…
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…
We study the weakly asymmetric simple exclusion process on the integer lattice. Under suitable constraints on the strength of the weak asymmetry of the dynamics, we prove moderate deviation principles for the fluctuation fields when the…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. An upper bound for a new class of random…
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…
We prove moderate deviation principles for the tagged particle position and current in one-dimensional symmetric simple exclusion processes. There is at most one particle per site. A particle jumps to one of its two neighbors at rate $1/2$,…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for some planary random…
In this paper, we derive a simple drift condition for the stability of a class of two-dimensional Markov processes, for which one of the coordinates (also referred to as the {\em phase} for convenience) has a well understood behaviour…