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End date: 2022 × Start date: 2020 × End date: 2019 × Start date: 2010 × Publisher: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik × Subject: large deviations ×

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Now showing 1 - 3 of 3
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    Orthogonality of fluxes in general nonlinear reaction networks
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Renger, D.R.Michiel; Zimmer, Johannes
    We consider the chemical reaction networks and study currents in these systems. Reviewing recent decomposition of rate functionals from large deviation theory for Markov processes, we adapt these results for reaction networks. In particular, we state a suitable generalisation of orthogonality of forces in these systems, and derive an inequality that bounds the free energy loss and Fisher information by the rate functional.
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    Lower large deviations for geometric functionals
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Hirsch, Christian; Jahnel, Benedikt; Tóbiás, András
    This work develops a methodology for analyzing large-deviation lower tails associated with geometric functionals computed on a homogeneous Poisson point process. The technique applies to characteristics expressed in terms of stabilizing score functions exhibiting suitable monotonicity properties. We apply our results to clique counts in the random geometric graph, intrinsic volumes of Poisson--Voronoi cells, as well as power-weighted edge lengths in the random geometric, κ-nearest neighbor and relative neighborhood graph.
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    Pathwise McKean--Vlasov theory with additive noise
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Coghi, Michele; Deuschel, Jean-Dominique; Friz, Peter; Maurelli, Mario
    We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [34]. Our study was prompted by some concrete problems in battery modelling [19], and also by recent progress on rough-pathwise McKean-Vlasov theory, notably Cass--Lyons [9], and then Bailleul, Catellier and Delarue [4]. Such a ``pathwise McKean-Vlasov theory'' can be traced back to Tanaka [36]. This paper can be seen as an attempt to advertize the ideas, power and simplicity of the pathwise appproach, not so easily extracted from [4, 9, 36]. As novel applications we discuss mean field convergence without a priori independence and exchangeability assumption; common noise and reflecting boundaries. Last not least, we generalize Dawson--Gärtner large deviations to a non-Brownian noise setting.