Keyword

rate function

Description: In large deviation theory, a rate function quantifies the exponential cost or likelihood of deviations from typical behavior in probabilistic systems.

Primary topic: Stochastic processes and statistical mechanics (34%)

Wikidata ID: wiki/Q7295534

OpenAlex ID: keywords/rate-function

Semiparametric Regression for the Mean and Rate Functions of Recurrent Events

2000 · D. Y. Lin, L. J. Wei, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 968

Simulation of nonhomogeneous poisson processes by thinning

1979 · P. A. W Lewis, G. S. Shedler · Naval Research Logistics Quarterly · 849

A Weak Convergence Approach to the Theory of Large Deviations

1997 · Paul Dupuis, Richard S. Ellis · Wiley series in probability and statistics · 628

Large deviations and overflow probabilities for the general single-server queue, with applications

1995 · N. G. Duffield, Neil O'connell · Mathematical Proceedings of the Cambridge Philosophical Society · 431

Modeling the Coevolution of Networks and Behavior

2017 · Tom Snijders, Christian Steglich, et al. · Routledge eBooks · 373

Large deviations for Wigner's law and Voiculescu's non-commutative entropy

1997 · G. Ben Arous, A. Guionnet · Probability Theory and Related Fields · 317

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Large Deviations for Stochastic Processes

2006 · Jin Feng, Thomas Kurtz · Mathematical surveys and monographs · 304

Some Graphical Displays and Marginal Regression Analyses for Recurrent Failure Times and Time Dependent Covariates

1993 · Margaret Sullivan Pepe, Jianwen Cai · Journal of the American Statistical Association · 301

Dynamical phase transitions after quenches in nonintegrable models

2013 · C. Karrasch, D. Schuricht · Physical Review B · 245

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Large deviations for stochastic processes

2006 · Jin Feng, Thomas Kurtz · Mathematical surveys and monographs · 217

Largest Weighted Delay First Scheduling: Large Deviations and Optimality

2001 · Kavita Ramanan, Alexander L. Stolyar · The Annals of Applied Probability · 198

Large Deviations for Processes with Independent Increments

1987 · James Lynch, Jayaram Sethuraman · The Annals of Probability · 172

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Diffusion-limited reaction rate theory for two-dimensional systems

1983 · D. C. Torney, H. M. McConnell · Proceedings of the Royal Society of London A Mathematical and Physical Sciences · 158

Large Deviations of the Sample Mean in General Vector Spaces

1979 · R. R. Bahadur, S. L. Zabell · The Annals of Probability · 157

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Large deviations for nonuniformly hyperbolic systems

2008 · Ian Melbourne, Matthew Nicol · Transactions of the American Mathematical Society · 156

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A Large Sample Study of the Bayesian Bootstrap

1987 · Albert Y. Lo · The Annals of Statistics · 149

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Large deviations

2008 · S. R. S. Varadhan · The Annals of Probability · 148

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Intensity and rate functions of cochlear and brainstem evoked responses to click stimuli in man

1976 · H. Pratt, H. Sohmer · European Archives of Oto-Rhino-Laryngology · 144

Dynamical quantum phase transitions in the Kitaev honeycomb model

2015 · Markus Schmitt, Stefan Kehrein · Physical Review B · 143

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Entropy of ATM traffic streams: a tool for estimating QoS parameters

1995 · N.G. Duffield, J.T. Lewis, et al. · IEEE Journal on Selected Areas in Communications · 139

Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes

2005 · Ioannis Kontoyiannis, Sean Meyn · Electronic Journal of Probability · 135

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Self-preserving size spectra of comminuted particles

1972 · P.C. Kapur · Chemical Engineering Science · 135

Metastability in stochastic dynamics of disordered mean-field models

2001 · Anton Bovier, Michael Eckhoff, et al. · Probability Theory and Related Fields · 130

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Quenched, annealed and functional large deviations for one-dimensional random walk in random environment

2000 · Francis Comets, Nina Gantert, et al. · Probability Theory and Related Fields · 127

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On the Relation between Gradient Flows and the Large-Deviation Principle, with Applications to Markov Chains and Diffusion

2014 · A. Mielke, M. A. Peletier, et al. · Potential Analysis · 126

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Works count: 2,084

Citation count: 25,300