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Amarjit Budhiraja

  1. Some Fluctuation Results for Weakly Interacting Multi-type Particle System
    2015/05/05 by Amarjit Budhiraja, Budhiraja, Amarjit, Ruoyu Wu +1 · 1 citation
    Mathematics · Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics
  2. Weakly interacting particle systems on inhomogeneous random graphs
    2016/12/02 by Shankar Bhamidi, Bhamidi, Shankar, Amarjit Budhiraja +3 · 1 citation
    Mathematics · Physics and Astronomy · #Complex Network Analysis Techniques #FOS: Mathematics #Opinion Dynamics and Social Influence #Probability (math.PR) #Stochastic processes and statistical mechanics
  3. Large Deviations for Small Noise Diffusions in a Fast Markovian\n Environment
    2017/05/08 by Amarjit Budhiraja, Budhiraja, Amarjit, Paul Dupuis +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #34C29 #60J60 #60J75 #60K37. Secondary: 60G35 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary: 60F10 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  4. Domains of attraction of invariant distributions of the infinite Atlas model
    2021/03/18 by Sayan Banerjee, Amarjit Budhiraja, Banerjee, Sayan +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  5. Large Deviations for Small Noise Diffusions Over Long Time
    2022/07/15 by Amarjit Budhiraja, Budhiraja, Amarjit, Pavlos Zoubouloglou +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Advanced Thermodynamics and Statistical Mechanics
  6. Approximating Quasi-Stationary Distributions with Interacting Reinforced Random Walks
    2020/10/20 by Amarjit Budhiraja, Budhiraja, Amarjit, Nicolás Fraiman +3 · 1 citation
    Mathematics · Business, Management and Accounting · #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods #Advanced Queuing Theory Analysis
  7. Empirical Measure Large Deviations for Reinforced Chains on Finite Spaces
    2022/05/19 by Amarjit Budhiraja, Adam Waterbury, Budhiraja, Amarjit +1 · 1 citation
    Mathematics · Economics, Econometrics and Finance · Physics and Astronomy · #Markov Chains and Monte Carlo Methods #Stochastic processes and financial applications #Statistical Mechanics and Entropy
  8. Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise
    2026/07/19 by Amarjit Budhiraja, Sandra Cerrai
    #math.PR