16 citations · 19 across the 9 of their papers we have counts for
9 papers
Limit theorems for the Wiener process with resetting
A. V. Logachov, O. M. Logachova, A. A. Yambartsev +1
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to th…
Convergence, Sticking and Escape: Stochastic Dynamics Near Critical Points in SGD
Dmitry Dudukalov, Artem Logachov, Vladimir Lotov +3
We study the convergence properties and escape dynamics of Stochastic Gradient Descent (SGD) in one-dimensional landscapes, separately considering infinite- and finite-variance noi…
Central Limit Theorem on Symmetric Kullback-Leibler (KL) Divergence
Helder Rojas, Artem Logachov
In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic…
A large deviations principle for birth-death processes with a linear rate of downward jumps
N. D. Vvedenskaya, A. V. Logachov, Y. M. Suhov +1
Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that…
Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
A. Logachev, A. Mogulskii, A. Yambartsev
Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.
Large deviations in a population dynamics with catastrophes
A. Logachov, O. Logachova, A. Yambartsev
The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process whic…