Results 1 to 10 of about 8,985,595 (290)
Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory [PDF]
Entropy, 2021 Hellinger distance has been widely used to derive objective functions that are alternatives to maximum likelihood methods. While the asymptotic distributions of these estimators have been well investigated, the probabilities of rare events induced by ...
Anand N. Vidyashankar +1 more
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Large deviation principle for the mean reflected stochastic differential equation with jumps [PDF]
Journal of Inequalities and Applications, 2018 In this paper, we establish a large deviation principle for a mean reflected stochastic differential equation driven by both Brownian motion and Poisson random measure. The weak convergence method plays an important role.
Yumeng Li
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Intrinsic and Extrinsic Thermodynamics for Stochastic Population Processes with Multi-Level Large-Deviation Structure [PDF]
Entropy, 2020 A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are not dependent upon conservation laws or microscopic reversibility in ...
Eric Smith
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Large Deviations for Quicksort [PDF]
Journal of Algorithms, 1996 Summary: Let \(Q_n\) be the random number of comparisons made by quicksort in sorting \(n\) distinct keys when we assume that all \(n!\) possible orderings are equally likely. Known results concerning moments for \(Q_n\) do not show how rare it is for \(Q_n\) to make large deviations from its mean.
Colin McDiarmid, Ryan Hayward
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New Journal of Physics, 2023 Quantum coherence will undoubtedly play a fundamental role in understanding of the dynamics of quantum many-body systems, thereby to reveal its genuine contribution is of great importance.
Bao-Ming Xu, Chao-Quan Wang
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Construction deviation control method of transverse super large inclined asphalt pavement [PDF]
Archives of Civil Engineering, 2023 The speed of test vehicles on the high-speed car track of the automobile test field is very high. Reducing the construction error of asphalt pavement is very important to ensure the safety of the test vehicle.
Yongzheng Qi, Wengang Ma, Jiesheng Zhang
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Efficiency large deviation function of quantum heat engines
New Journal of Physics, 2021 The efficiency of small thermal machines is typically a fluctuating quantity. We here study the efficiency large deviation properties of two exemplary quantum heat engines, the harmonic oscillator and the two-level Otto motors.
Tobias Denzler, Eric Lutz
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Entropy regularized reinforcement learning using large deviation theory
Physical Review Research, 2023 Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics.
Argenis Arriojas +3 more
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Journal of Inequalities and Applications, 2016 As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties.
Xufeng Huang +3 more
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The Annals of Probability, 2005 This paper is based on the Wald Lectures diven at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations. The author has considered following sections of the theory: 1. Large deviations for sums; 2. Rate functions, duality and generating functions; 3. Markov processes; 4.
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