Pages that link to "Item:Q948750"
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The following pages link to Large deviations for random walks under subexponentiality: The big-jump domain (Q948750):
Displaying 35 items.
- Zero-range condensation at criticality (Q2447719) (← links)
- On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
- Strong renewal theorems and local large deviations for multivariate random walks and renewals (Q2631873) (← links)
- Localization, big-jump regime and the effect of disorder for a class of generalized pinning models (Q2659327) (← links)
- Local convergence of random planar graphs (Q2693140) (← links)
- A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
- Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
- Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift (Q3303312) (← links)
- Condensation for random variables conditioned by the value of their sum (Q3303361) (← links)
- DNA melting structures in the generalized Poland-Scheraga model (Q4585090) (← links)
- A probabilistic approach to block sizes in random maps (Q4612235) (← links)
- Asymptotics for the First Passage Times of Lévy Processes and Random Walks (Q4918563) (← links)
- (Q4953928) (← links)
- Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (Q4964791) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- Critical fluctuations in renewal models of statistical mechanics (Q5015520) (← links)
- Large-deviation results for triangular arrays of semiexponential random variables (Q5086998) (← links)
- Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting (Q5093832) (← links)
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
- Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk (Q5169731) (← links)
- A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime (Q5320657) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
- Stable random fields, point processes and large deviations (Q5962609) (← links)
- The maximum of a branching random walk with stretched exponential tails (Q6100140) (← links)
- Large fluctuations and transport properties of the Lévy-Lorentz gas (Q6100144) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
- Emergence of interlacements from the finite volume Bose soup (Q6144445) (← links)
- (Q6154363) (← links)
- Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations (Q6176476) (← links)
- Weak quenched limit theorems for a random walk in a sparse random environment (Q6186444) (← links)
- Large deviation local limit theorems and limits of biconditioned planar maps (Q6187477) (← links)
- On random trees and forests (Q6204915) (← links)
- Condensation of the invariant measures of the supercritical zero range processes (Q6584873) (← links)
- Local convergence of random planar graphs (Q6604673) (← links)
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential (Q6608237) (← links)