Quasi-static large deviations

Large Deviations and Quasi-potential of a Fleming-viot Process

The large deviation principle is established for the Fleming-Viot process with neutral mutation when the process starts from a point on the boundary. Since the diffusion coefficient is degenerate on the boundary, the boundary behavior of the process is investigated in detail. This leads to the explicit identification of the rate function, the quasi-potential, and the structure of the effective ...

Large Deviations for Quasi-arithmetically Self-normalized Random Variables

We introduce a family of convex (concave) functions called sup (inf) of powers, which are used as generator functions for a special type of quasi-arithmetic means. Using these means we generalize the large deviation result that was obtained in the homogeneous case by Shao [14] on selfnormalized statistics. Furthermore, in the homogenous case, we derive the Bahadur exact slope for tests using se...

Static Large Deviations of Boundary Driven Exclusion Processes

We prove that the stationary measure associated to a boundary driven exclusion process in any dimension satisfies a large deviation principle with rate function given by the quasi potential of the Freidlin and Wentzell theory.

Large Deviations

Large Deviations

This paper is based on Wald Lectures given at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations. 1. Large deviations for sums. The role of " large deviations " is best understood through an example. Suppose that X random variables, for instance, normally distributed with mean zero and variance 1. Then, E e θ(X 1 +···+X n) = E[e θX ...