Concepedia

Large Deviations For Markov Chains

Large Deviations for Markov Chains is a theoretical framework within probability theory that characterizes the exponential decay rates of probabilities of rare events associated with empirical measures or trajectories of Markov chains, distinguished from other large deviation principles by its focus on dependence structures arising from Markovian dynamics.

338

Publications

23.2K

Citations

417

Authors

307

Institutions

Publications per year

2017–2026

39

Parents

Publications

338

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

, , +15

The large deviation approach to statistical mechanics

Hugo Touchette · Physics Reports · 2009 · 1.9K citations · Full text

, , +14

A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

Journal of Statistical Physics · 1999 · 1.4K citations · Full text

, , +16

A Weak Convergence Approach to the Theory of Large Deviations

James Lynch, Paul Dupuis, Richard S. Ellis · Journal of the American Statistical Association · 1998 · 813 citations

, , +16

A Gallavotti-Cohen Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

1999 · 798 citations

, , +15

1–5 of 338

Authors

417

  1. RS
    Richard S. Ellis

    California Institute of Technology, United States

    9 publications · 1.6K citations

    9

    h-index

  2. PD
    Paul Dupuis

    Brown University, United States

    8 publications · 1.2K citations

    8

    h-index

  3. OZ
    Ofer Zeitouni

    Technion – Israel Institute of Technology, Israel

    7 publications · 4.3K citations

    7

    h-index

  4. AA
    A. A. Mogulskiĭ

    Sobolev Institute of Mathematics, Russia

    7 publications · 355 citations

    7

    h-index

  5. HT
    Hugo Touchette

    Queen Mary University of London, United Kingdom

    6 publications · 2.6K citations

    6

    h-index

1–5 of 417

Institutions

307

  1. Centre National de la Recherche Scientifique

    Paris, France

    24 h-index

    62 publications

    3.1K citations

  2. Courant Institute of Mathematical Sciences

    New York, United States

    9 h-index

    12 publications

    483 citations

  3. Université Paris-Saclay

    Gif-sur-Yvette, France

    9 h-index

    14 publications

    498 citations

  4. Université Paris Cité

    Paris, France

    8 h-index

    11 publications

    352 citations

  5. Laboratoire de Mathématiques Blaise Pascal

    Aubière, France

    7 h-index

    8 publications

    471 citations

  6. Commissariat à l'Énergie Atomique et aux Énergies Alternatives

    Paris, France

    7 h-index

    9 publications

    344 citations

  7. CEA Paris-Saclay

    Gif-sur-Yvette, France

    7 h-index

    9 publications

    344 citations

  8. Technion – Israel Institute of Technology

    Haifa, Israel

    7 h-index

    7 publications

    314 citations

1–8 of 307

Venues

  1. Stochastic Processes and their Applications

    30 publications · 1.2K citations

    20

    h-index

  2. The Annals of Probability

    22 publications · 1.6K citations

    19

    h-index

  3. Probability Theory and Related Fields

    28 publications · 1.2K citations

    19

    h-index

  4. Journal of Statistical Physics

    19 publications · 1.2K citations

    16

    h-index

  5. The Annals of Applied Probability

    12 publications · 399 citations

    11

    h-index

1–5