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math.PR2020★ 1 cited
Asymptotic Behavior of Stochastic Currents under Large Deviation Scaling with Mean Field Interaction and Vanishing Noise
Amarjit Budhiraja, Michael Conroy
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in whic…
math.PR2020
Importance sampling for maxima on trees
Bojan Basrak, Michael Conroy, Mariana Olvera-Cravioto +1
We consider the distributional fixed-point equation: where the are i.i.d.~copies of , in…