相关论文: Sample path large deviations for queueing networks…

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…

Recently increasing attention has been addressed to the fluctuations observed in percolation defined in single and multiplex networks. These fluctuations are extremely important to characterize the robustness of real finite networks but…

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…

Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

Network models are an essential block of modern networks. For example, they are widely used in network planning and optimization. However, as networks increase in scale and complexity, some models present limitations, such as the assumption…

Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections…

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…

We adjust the classical random waypoint mobility model used in the study of telecommunication networks to a more realistic setting by allowing participants of the network to return to popular places and individual homes. We show that the…

We present an efficient approach, based on a number-conditioned master equation, for large-deviation analysis in mesoscopic transports. Beyond the conventional full-counting-statistics study, the large-deviation approach encodes complete…

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…