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Not All Fluctuations Are Created Equal: Spontaneous Variations in Thermodynamic Function
Published 2024-10-01Subjects: “…large deviation theory…”
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A Note on a Random Walk on the L-Lattice and Relative First-Passage-Time Problems
Published 2025-04-01“…The asymptotic behavior of the process is studied, both in the classical sense and involving the large deviations theory. We investigate first-passage-time problems of the random walk through certain straight lines, and we determine the related probabilities in closed form and other features of interest. …”
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Cosmology on point: modelling spectroscopic tracer one-point statistics
Published 2025-01-01“…The matter PDF can be well predicted at mildly non-linear scales using large deviations theory. This work extends those predictions to biased tracers like dark matter halos and the galaxies they host. …”
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Sample-Path Large Deviations in Credit Risk
Published 2011-01-01“…As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the probabilities involved. …”
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