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Showing 1 to 4 of 4 for “"Large deviations principle"”.

  1. Limit theorems for a one-dimensional system with random switchings

    … this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central …

    gatech Repository record for Limit theorems for a one-dimensional system with random switchings (opens in a new tab)

  2. Large deviations of stochastic systems and applications

    <p>This dissertation focuses on large deviations of stochastic systems with applications to optimal control and system identification. It encompasses analysis of two-time-scale Markov processes and system identification with regular and quantized data. First, we develops large deviations principles …

    wayne-thes Repository record for Large deviations of stochastic systems and applications (opens in a new tab)

  3. Probabilistic Schwarzian Field Theory

    … the partition function. In Chapter 4 we prove a large deviations principle for the probabilistic Schwarzian Theory at low temperatures. We demonstrate that the good rate function is equal to the action of the theory and find its minimisers. In addition, we define an analogue of the H\"{o}lder …

    cambridge Repository record for Probabilistic Schwarzian Field Theory (opens in a new tab)

  4. Macroscopic behaviour of Lipschitz random surfaces

    … of the specific free energy is part of a larger programme, where the ultimate goal is to derive strict convexity of the surface tension for random surface models which are monotone in boundary conditions. We prove this conjecture in the case that the model is also Lipschitz, although we …

    cambridge Repository record for Macroscopic behaviour of Lipschitz random surfaces (opens in a new tab)