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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements I: Large deviation principle of occupation measures
随机交错 大偏差 占用措施 大偏差原则
2023/5/10
In this lecture, I will talk about the large deviation problems in random interlacements, in particular the LDP of the occupation measure, and discuss its relations to sharp asymptotic probabilities o...
Distributed average consensus with least-mean-square deviation
Distributed average consensus Least-mean-square Convex optimization Edge-transitive graphs
2015/8/10
We consider a stochastic model for distributed average consensus, which arises in applications such as load balancing for parallel processors, distributed coordination of mobile autonomous agents, and...
Control of the multiclass G/G/1 queue in the moderate deviation regime
Risk-sensitive control large deviations moderate deviations differential games multi-class single-server queue
2012/5/24
A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the...
Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...