Results 11 to 20 of about 101 (101)

On the size of the maximum of incomplete Kloosterman sums [PDF]

, 2022
Let t : Fp → C be a complex valued function on Fp. A classical problem in analytic number theory is bounding the maximum M(t) := max 0≤H 0 there exists a large subset of a ∈ F×p such that for kl a,1,p : x → e((ax+x) / p) we have M(kla,1,p) ≥ (1−ε/√2π + o(
Bonolis, Dante
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Chernoff and Berry-Esséen inequalities for Markov processes [PDF]

, 2001
. In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by
Pascal Lezaud, Lezaud, Pascal
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Higher order asymptotics for large deviations-Part II [PDF]

, 2020
A preprint of this article is archived at arXiv:1907.11655v1 [math.PR], https://arxiv.org/abs/1907.11655v1 . It has not been certified by peer review. Free access is available online at: https://www.worldscientific.com/doi/abs/10.1142/S0219493721500258 ...
Hebbar, P, Fernando, K
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Moderate deviations for M-estimators

, 2002
M-estimators, moderate deviations, maximum likelihood estimators, 60F10, 62E20,
Miguel Arcones, E Investigación Operativa, Sociedad Española De Estadística, Miguel A. Arcones   +3 more
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Ruin probabilities under general investments and heavy-tailed claims

, 2010
Ruin probabilities, Heavy tails, Large deviations, 60F10, 60H20, G11,
Henrik Hult, Hult, Henrik,, Filip Lindskog, Lindskog, Filip,   +3 more
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A note on convergence rates for posterior distributions via large deviations techniques

, 2008
Posterior distribution, Convergence rates, Large deviations, Moderate deviations, 62G20, 60F10,
Ruggiero M., MARTINELLI, ANDREA, RUGGIERO, MATTEO, Stephen Walker, Martinelli Andrea, Matteo Ruggiero, Walker S. G., Andrea Martinelli, Walker Stephen G.   +8 more
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New properties and representations for members of the power-variance family.I [PDF]

, 2012
We derive new Wright-function representations for the densities of the generating measures of most representatives of the power-variance family of distributions.
Vinogradov, Vladimir, Yanushkevichiene, Olga, Paris, Richard B.   +2 more
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On large deviations in testing Ornstein–Uhlenbeck-type models

, 2007
Likelihood ratio, Hellinger integral, Neyman–Pearson test, Bayes test, Minimax test, Large deviation theorems, Girsanov formula for diffusion-type processes, Ornstein–Uhlenbeck-type process, Stochastic delay differential equation, Primary: 62F05, 60F10 ...
Uwe Küchler, Küchler, U., Gapeev, Pavel V., Pavel V. Gapeev, Pavel Gapeev   +4 more
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Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process

, 1995
Berry-Bsseen bounds with random norming and Jario deviation probabilities arc derived for the maximum likelihood estimator of the drift parameter in tho Ornstoin-Uhlenbeck proccss. AMS (1991) Subject Classification: Primary 62F12, 62M05 Secondary 60FOS,
Arup Bose, J. P. N. Bishwal
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Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

, 2005
Primary 60G70, 62G10, 62G32, 62M02, secondary 60F10, 60G15, 62J05, Change-point problem, Quality control, Regression models, Partial sums processes, Signal-plus-noise model, Brownian motion with trend, Tests of Kolmogorov type, Extreme values, Large ...
Jürg Hüsler, Enkelejd Hashorva, Wolfgang Bischoff, Hashorva, Enkelejd, Hüsler, Jürg, Miller, Frank, Frank Miller, Bischoff, Wolfgang   +7 more
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