Limit theorems for random processes and graphs

• Grant number: 22/01289-3
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: November 08, 2022
• End date: May 07, 2023
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Anatoli Iambartsev
• Grantee: Anatoli Iambartsev
• Visiting researcher: Logachev Artem
• Visiting researcher institution: Siberian Branch of the Russian Academy of Sciences (SB RAS) , Russia
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• City of the host institution: São Paulo
• Associated research grant: 17/10555-0 - Stochastic modeling of interacting systems, AP.TEM

Abstract

Limit theorems of large (and moderate) deviations are the main goal of the project. The project consists of (1) moderate deviations for random walks in a random environment, (2) large deviations for processes with catastrophes, and (3) limit theorems for weighted random graphs. (AU)

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

LOGACHOV, A.; LOGACHOVA, O.; YAMBARTSEV, A.. Processes with catastrophes: Large deviation point of view. Stochastic Processes and their Applications, v. 176, p. 19-pg., 2024-08-01. (22/01289-3, 17/10555-0)

LOGACHOV, A.; MOGULSKII, A.; SUHOV, Y.; YAMBARTSEV, A.. Excursions of Markov Processes: A Large Deviation Approach. Markov Processes and Related Fields, v. 29, n. 2, p. 9-pg., 2023-01-01. (22/01289-3, 17/10555-0)