Concepedia

Pathwise Large Deviations

Pathwise Large Deviations is a theoretical framework in large deviation theory that characterizes the asymptotic behavior of entire sample paths of stochastic processes by quantifying the exponential decay rates of probabilities associated with deviations of trajectories from typical paths, distinguished from pointwise or static large deviation analyses by its focus on space-time continuum fluctuations.

243

Publications

15.1K

Citations

370

Authors

273

Institutions

Publications per year

2017–2026

23

Parents

Publications

243

Large Deviations Techniques and Applications

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

, , +15

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

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

, , +16

Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Laurent Denis, Mingshang Hu, Shigē Péng · Potential Analysis · 2010 · 590 citations

, , +12

On large deviations of the empiric D. F. of vector chance variables and a law of the iterated logarithm

Jack Carl Kiefer · Pacific Journal of Mathematics · 1961 · 268 citations · Full text

, , +13

Closed-skew normality in stochastic frontiers with individual effects and long/short-run efficiency

Roberto Colombi, Subal C. Kumbhakar, Gianmaria Martini et al. · Journal of Productivity Analysis · 2014 · 268 citations

, , +8

1–5 of 243

Authors

370

  1. TZ
    Tusheng Zhang

    University of Manchester, United Kingdom

    7 publications · 246 citations

    7

    h-index

  2. PD
    Paul Dupuis

    Brown University, United States

    5 publications · 266 citations

    5

    h-index

  3. AA
    A. A. Mogulskiĭ

    Sobolev Institute of Mathematics, Russia

    5 publications · 143 citations

    5

    h-index

  4. XZ
    Xicheng Zhang

    Rensselaer Polytechnic Institute, United States

    5 publications · 357 citations

    5

    h-index

  5. JR
    Jiagang Ren

    Huazhong University of Science and Technology, China

    4 publications · 164 citations

    4

    h-index

1–5 of 370

Institutions

273

  1. Centre National de la Recherche Scientifique

    Paris, France

    14 h-index

    23 publications

    1.1K citations

  2. Université Paris Cité

    Paris, France

    12 h-index

    18 publications

    948 citations

  3. Sorbonne Université

    Paris, France

    10 h-index

    15 publications

    899 citations

  4. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    9 h-index

    12 publications

    717 citations

  5. Brown University

    Providence, United States

    9 h-index

    12 publications

    7.9K citations

  6. University of Manchester

    Manchester, United Kingdom

    8 h-index

    10 publications

    383 citations

  7. Université Paris-Sud

    Orsay, France

    7 h-index

    9 publications

    418 citations

  8. Laboratoire de Mathématiques d'Orsay

    Orsay, France

    7 h-index

    7 publications

    845 citations

1–8 of 273

Venues

  1. Stochastic Processes and their Applications

    40 publications · 2.2K citations

    25

    h-index

  2. Probability Theory and Related Fields

    29 publications · 981 citations

    21

    h-index

  3. Communications in Mathematical Physics

    12 publications · 579 citations

    12

    h-index

  4. Statistics & Probability Letters

    14 publications · 341 citations

    12

    h-index

  5. Journal of Theoretical Probability

    8 publications · 171 citations

    8

    h-index

1–5