相关论文: A large deviations principle for the Maki-Thompson…

The spread of ideas in online social networks is a crucial phenomenon to understand nowadays the proliferation of fake news and their impact in democracies. This makes necessary to use models that mimic the circulation of rumors. The law of…

We consider a general class of Markovian models describing the growth in a randomly fluctuating environment of a clonal biological population having several phenotypes related by stochastic switching. Phenotypes differ e.g. by the level of…

We study the dynamics and intervention strategies of a rumor using the modified Maki-Thompson model. A key challenge in social networks is distinguishing between natural increases in transmissibility and artificial injections of rumor…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

We characterize the growth of the Sibson and Arimoto mutual informations and $\alpha$-maximal leakage, of any order that is at least unity, between a random variable and a growing set of noisy, conditionally independent and…

We propose a compartmental model for epidemiology wherein the population is split into groups with either comply or refuse to comply with protocols designed to slow the spread of a disease. Parallel to the disease spread, we assume that…

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems…

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}M_{l,n}$ satisfies a large…

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

Biological systems can share and collectively process information to yield emergent effects, despite inherent noise in communication. While man-made systems often employ intricate structural solutions to overcome noise, the structure of…

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

Large deviation theory is a branch of probability theory that is devoted to a study of the "rate" at which empirical estimates of various quantities converge to their true values. The object of study in this paper is the rate at which…

Establishing a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability theory. The key object of an LDP is the large deviations rate function, from which…

Consider an epidemic model with a constant flux of susceptibles, in a situation where the corresponding deterministic epidemic model has a unique stable endemic equilibrium. For the associated stochastic model, whose law of large numbers…

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

In this paper we prove large deviations principles for the averaged stochastic approximation method for the estimation of a regression function introduced by A. Mokkadem et al. [Revisiting R\'ev\'esz's stochastic approximation method for…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…