Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters

Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems

Large deviations for empirical entropies of Gibbsian sources

Large deviations for empirical path measures in cycles of integer partitions

Large deviations for flows of interacting Brownian motions

Large deviations for fractional Poisson processes

Large Deviations for General Markovian Hawkes Processes

Large Deviations for Heavy-Tailed Factor Models

Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Large deviations for infinite dimensional stochastic dynamical systems

Large deviations for intersection local times in critical dimension

Large deviations for invariant measures of SPDEs with two reflecting walls

Large deviations for local time fractional Brownian motion and applications

Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes

Large deviations for many Brownian bridges with symmetrised initial-terminal condition

Large deviations for martingales with exponential condition

Large Deviations for Multi-valued Stochastic Differential Equations

Large deviations for multidimensional SDEs with reflection

Large Deviations for Multiscale Diffusions via Weak Convergence Methods

Large deviations for occupation times of Markov processes with $L_{\mathbf{2}}$ semigroups