514 citations
- Deutsches Zentrum für Luft- und Raumfahrt e. V. (DLR)DE5 papers
- Weierstrass Institute for Applied Analysis and StochasticsDE5 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- ETH ZurichCH4 papers
- Institute of PhysicsPL4 papers
- Aarhus UniversityDK3 papers
- Freie Universität BerlinDE3 papers
- Lund UniversitySE3 papers
- University of SzczecinPL3 papers
- Berlin Mathematical SchoolDE2 papers
- Chemnitz University of TechnologyDE2 papers
- Duke UniversityUS2 papers
4 papers · 2 filters
Particle Approximation of the Wasserstein Diffusion
Sebastian Andres, Max-K. von Renesse
We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion,…
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
Frank Aurzada
We obtain some new results concerning the small deviation problem for and , where and are i.i.d. non-negative random variables.…
Quasi-invariance properties of a class of subordinators
Max-K. Von Renesse, Marc Yor, Lorenzo Zambotti
We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear…
Small Deviation Probability via Chaining
Frank Aurzada, Mikhail Lifshits
We obtain several extensions of Talagrand's lower bound for the small deviation probability using metric entropy. For Gaussian processes, our investigations are focused on processe…