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Local Limit Theorems for Moderate Deviations and Large Deviations
We prove the local limit theorem in the regimes of moderate deviations and large deviations. In these cases the asymptotic behavior of...
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Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE
In this paper, we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE. Due to our results,...
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Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model
By deviation inequalities for multiple Wiener–Itô integrals, we study the deviation inequalities for some quadratic functionals in the explosive...
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Moderate Deviations for Parameter Estimation in the Fractional Ornstein-Uhlenbeck Processes with Periodic Mean
In this paper, we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean...
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Moderate deviations for fully coupled multiscale weakly interacting particle systems
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations...
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On the Asymptotic Behavior of Probabilities of Moderate Deviations for Combinatorial Sums
AbstractIn this paper, the asymptotic behavior of probabilities of moderate deviations is investigated for combinatorial sums of independent random...
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Large and Moderate Deviations for Empirical Density Fields of Stochastic Seir Epidemics with Vertex-Dependent Transition Rates
In this paper, we are concerned with stochastic susceptible-exposed-infected-removed epidemics on complete graphs with vertex-dependent transition...
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Large and moderate deviations for importance sampling in the Heston model
We provide a detailed importance sampling analysis for variance reduction in stochastic volatility models. The optimal change of measure is obtained...
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Uniform Cramér moderate deviations and Berry–Esseen bounds for superadditive bisexual branching processes in random environments
Let ( Z n ) be a superadditive bisexual branching process in an independent and identically distributed (i.i.d.) random environment ξ . We establish...
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Moderate Deviations for Two-Time Scale Systems with Mixed Fractional Brownian Motion
This work focuses on moderate deviations for two-time scale systems with mixed fractional Brownian motion. Our proof uses the weak convergence method...
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Central Limit Theorems and Moderate Deviations for Stochastic Reaction-Diffusion Lattice Systems
This paper is concerned with the stochastic reaction-diffusion lattice systems defined on the entire set with both locally Lipschitz nonlinear drift...
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Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices
Let ( g n ) n ⩾l be a sequence of independent and identically distributed positive random d × d matrices and consider the matrix product G n = g n ⋯ g 1 ....
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Moderate deviations for systems of slow–fast stochastic reaction–diffusion equations
The goal of this paper is to study the moderate deviation principle for a system of stochastic reaction–diffusion equations with a time-scale...
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Limit Theorem for the Moment of Maximum of a Random Walk Reaching a Fixed Level in the Region of Moderate Deviations
AbstractWe consider a random walk with zero mean and finite variance whose steps are arithmetic. The arcsine law for the time the walk reaches its...
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Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process
In this paper, we study the asymptotic properties of drift parameter estimations in reflected Ornstein–Uhlenbeck process, and establish their...
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The two regimes of moderate deviations for the range of a transient walk
We obtain sharp upper and lower bounds for the downward moderate deviations of the volume of the range of a random walk in dimension five and larger....
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Moderate Deviations for the Parameter Estimation in the Fractional Ornstein-Uhlenbeck Process with \(H \in (0,{1 \over 2})\)
In this paper, we study the asymptotic properties for estimators of two parameters in the drift function in the ergodic fractional Ornstein-Uhlenbeck...
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Moderate Deviations for the SSEP with a Slow Bond
We consider the one dimensional symmetric simple exclusion process with a slow bond. In this model, particles cross each bond at rate
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Aggregation Using Penalty and Moderate Deviation Functions
This paper discusses the connection between the local penalty function and the moderate deviation function in the construction of aggregation...