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Global and local asymptotics for the busy period of an M/G/1 queue
International audience -
Geometric ergodicity for families of homogeneous Markov chains
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some... -
Large Deviations Principles for Perturbed Conservation Laws
International audience -
Large Deviations Principle for Stochastic Scalar Conservation Laws
International audience -
Stretched random walks and the behaviour of their summands.
This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the... -
Light tails: All summands are large when the empirical mean is large
It is well known that for a fixed number of independent identically distributed summands with light tail, large values of the sample mean are obtained only when all... -
Light tails: Gibbs conditional principle under extreme deviation
Let X₁,..,X_{n} denote an i.i.d. sample with light tail distribution and S₁ⁿ denote the sum of its terms; let a_{n} be a real sequence going to infinity with n. In a...
