1. Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle
   2025/09/28 by Gamboa, Fabrice, Nagel, Jan, Rouault, Alain · 1 citation
   #42C05 #47B15 #60B20 #60F10 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
2. Robust estimation of a Markov chain transition matrix from multiple sample paths
   2025/06/25 by Leskelä, Lasse, Dreveton, Maximilien · 1 citation
   #60F10 #60J10 #62M05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
3. Clustering of large deviations events in heavy-tailed moving average processes: the catastrophe principle in the short-memory case
   2025/06/12 by Wang, Jiaqi, Samorodnitsky, Gennady · 1 citation
   #60F10 #FOS: Mathematics #Probability (math.PR)
4. Surrogate to Poincaré inequalities on manifolds for dimension reduction in nonlinear feature spaces
   2025/05/03 by Nouy, Anthony, Pasco, Alexandre · 1 citation
   #41A10 #41A63 #60F10 #65D15 #65D40 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Numerical Analysis (math.NA)
5. The global convergence time of stochastic gradient descent in non-convex landscapes: Sharp estimates via large deviations
   2025/03/20 by Azizian, Waïss, Iutzeler, Franck, Malick, Jérôme +1 · 2 citations
   #60F10 #68Q32 #90C26 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Primary 90C15 #secondary 90C30
6. Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models
   2025/02/28 by Grasselli, Martino, Pagès, Gilles · 1 citation
   #60F10 #91B25 #91G99 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
7. A perturbative approach to the macroscopic fluctuation theory
   2024/12/18 by Bodineau, Thierry, Derrida, Bernard · 2 citations
   #60F10 #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech)
8. Moderate, large and super large deviations principles for Poisson process with uniform catastrophes
   2024/11/28 by Logachov, A., Logachova, O., Yambartsev, A. · 1 citation
   #60F10 #60J27 #FOS: Mathematics #Probability (math.PR)
9. A finitary Kronecker's lemma and large deviations in the Strong Law of Large numbers on Banach spaces
   2024/11/13 by Morenikeji Neri, Neri, Morenikeji · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #03B30 #03F10 #60B12 #60F10 #60F15 #FOS: Mathematics #Logic (math.LO) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #advanced mathematical theories
10. Invariant measures, periodic measures and pullback measure attractors of McKean-Vlasov stochastic reaction-diffusion equations on unbounded domains
    2024/09/26 by Shi, Lin, Shen, Jun, Lu, Kening +1 · 2 citations
    #35R60 #37L55 #60F10 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
11. Large deviations for a spatial average of stochastic heat and wave equations
    2024/09/23 by Ebina, Masahisa · 2 citations
    #60F10 #60H07 #60H15 #FOS: Mathematics #Probability (math.PR)
12. Detecting random bifurcations via rigorous enclosures of large deviations rate functions
    2024/08/22 by Blessing, Alexandra, Blumenthal, Alex, Breden, Maxime +1 · 1 citation
    #37H15 #37H20 #60F10 #68V99 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
13. Optimization under rare events: scaling laws for linear chance-constrained programs
    2024/07/16 by Blanchet, Jose, Jorritsma, Joost, Zwart, Bert · 1 citation
    #60F10 #60G70 (secondary) #90C15 (primary) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
14. Quantitative Strong Laws of Large Numbers
    2024/06/27 by Morenikeji Neri, Neri, Morenikeji · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · #60F10 #60F15 (Primary) 03F99 (Secondary) #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
15. Solving marginals of the LDP for the directed landscape
    2024/05/27 by Das, Sayan, Tsai, Li-Cheng · 1 citation
    #60F10 #FOS: Mathematics #Probability (math.PR)
16. Upper tails of subgraph counts in directed random graphs
    2024/05/03 by Jiyun Park, Park, Jiyun · 1 citation
    Mathematics · Physics and Astronomy · #05C35 #05C80 #60C05 #60F10 #Combinatorics (math.CO) #Complex Network Analysis Techniques #FOS: Mathematics #Graph theory and applications #Limits and Structures in Graph Theory #Probability (math.PR)
17. The large and moderate deviations approach in geometric functional analysis
    2024/03/06 by Joscha Prochno, Prochno, Joscha · 1 citation
    Chemistry · Materials Science · #52A23 #60F10 #Analytical Chemistry and Chromatography #Chemical Thermodynamics and Molecular Structure #Crystallization and Solubility Studies #FOS: Mathematics #Functional Analysis (math.FA) #Primary 46B20 #Probability (math.PR) #Secondary 47B10
18. Macroscopic Fluctuation Theory versus large-deviation-induced GENERIC
    2024/02/06 by Renger, D. R. Michiel · 2 citations
    #49S05 #60F10 #82C22 #82C35 #FOS: Physical sciences #Mathematical Physics (math-ph) #Statistical Mechanics (cond-mat.stat-mech)
19. Variational convergence for an irreversible exchange-driven stochastic particle system
    2024/01/12 by Chun Yin Lam, Hoeksema, Jasper, Lam, Chun Yin +2 · 2 citations
    Mathematics · Physics and Astronomy · #60F10 #70G75 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Geometric Analysis and Curvature Flows #Mathematical Physics (math-ph) #Primary 35Q70 #Probability (math.PR) #Secondary 82C22 #Stochastic processes and statistical mechanics
20. Large and moderate deviations for Gaussian neural networks
    2024/01/03 by Macci, Claudio, Pacchiarotti, Barbara, Torrisi, Giovanni Luca · 1 citation
    #60F05 #60F10 #68T07 #FOS: Mathematics #Probability (math.PR)
21. On the large deviation rate function for marked sparse random graphs
    2023/12/26 by Ramanan, Kavita, Yasodharan, Sarath · 1 citation
    #05C80 #60F10 #FOS: Mathematics #Probability (math.PR)
22. Transportation-cost inequalities for non-linear Gaussian functionals
    2023/10/09 by Gasteratos, Ioannis, Jacquier, Antoine · 2 citations
    #28C20 #60F10 #60G15 #60H10 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
23. Moderate deviations for rough differential equations
    2023/08/03 by Inahama, Yuzuru, Xu, Yong, Yang, Xiaoyu · 2 citations
    #60F10 #60G22 #60L20 #FOS: Mathematics #Probability (math.PR)
24. Pathwise central limit theorem and moderate deviations via rough paths for SPDEs with multiplicative noise
    2023/07/20 by Gussetti, Emanuela · 2 citations
    #60F10 #60H15 #60L50 #60L90 #FOS: Mathematics #Probability (math.PR)
25. Large deviations for 2D stochastic Navier-Stokes Equations driven by a periodic force and a degenerate noise
    2023/07/10 by Liu, Rongchang, Lu, Kening · 1 citation
    #37A05 #60F10 #60H15 #76D05 #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
26. Quantifying the effect of random dispersion for logarithmic Schrödinger equation
    2023/06/11 by Cui, Jianbo, Sun, Liying · 1 citation
    #35Q55 #35R60 #60F10 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
27. Homogeneous and heterogeneous nucleation in the three--state Blume--Capel model
    2023/05/26 by Emilio N. M. Cirillo, Cirillo, Emilio N. M., Vanessa Jacquier +3 · 2 citations
    Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #05B50 #37A60 #60F10 #60K35 #82B20 #82B24 #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
28. Full large deviation principles for the largest eigenvalue of sub-Gaussian Wigner matrices
    2023/02/28 by Nicholas A. Cook, Cook, Nicholas A., Raphaël Ducatez +3 · 1 citation
    Mathematics · Physics and Astronomy · #60B20 #60F10 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
29. Maximum interpoint distance of high-dimensional random vectors
    2023/02/14 by Heiny, Johannes, Kleemann, Carolin · 1 citation
    #60B12 #60F10 #FOS: Mathematics #Primary 60G70 #Probability (math.PR) #Secondary 60G50 #Statistics Theory (math.ST)
30. Large deviations for the largest eigenvalue of generalized sample covariance matrices
    2023/02/06 by Jonathan Husson, Husson, Jonathan, Benjamin McKenna +1 · 1 citation
    Mathematics · #15B52 #60B20 #60F10 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Inequalities and Applications #Probability (math.PR) #Random Matrices and Applications

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