Results 21 to 30 of about 8,985,595 (290)
Large deviation theorems for weighted summation of Gamma-distribution random variables
Lietuvos Matematikos Rinkinys, 2002 There is not abstract.
Leonas Saulis
doaj +3 more sources
Transport Coefficients from Large Deviation Functions
Entropy, 2017 We describe a method for computing transport coefficients from the direct evaluation of large deviation functions. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based importance ...
Chloe Ya Gao, David T. Limmer
doaj +1 more source
Large Deviation Rates for the Continuous-Time Supercritical Branching Processes with Immigration
Journal of Mathematics, 2022 Let Yt;t≥0 be a supercritical continuous-time branching process with immigration; our focus is on the large deviation rates of Yt and thus extending the results of the discrete-time Galton–Watson process to the continuous-time case.
Juan Wang, Xiaojuan Wang
doaj +1 more source
Large Deviations for Random Trees [PDF]
Journal of Statistical Physics, 2008 10 ...
Bakhtin, Yuri, Heitsch, Christine
openaire +4 more sources
Large deviation probabilities for some rescaled superprocesses [PDF]
, 1994 We consider a class of rescaled superprocesses and derive a full large deviation principle with a good convex rate functional defined on the measure state space.
Fleischmann, Klaus, Kaj, Ingemar
core +1 more source
Large-deviation principles for connectable receivers in wireless networks [PDF]
, 2015 We study large-deviation principles for a model of wireless networks consisting of Poisson point processes of transmitters and receivers, respectively.
Hirsch, Christian +3 more
core +1 more source
Large deviation principles for random measures [PDF]
Large deviation theory has experienced much development and interest in the last two decades. A large deviation principle is the exponential decay of the probability of increasingly rare events and the computation of a rate or entropy function which ...
Hwang, Dae-sik
core +6 more sources
Large Deviations of Estimators
The Annals of Statistics, 1986 The authors investigate the asymptotic behaviour of estimators \(T_ n\) of g(\(\theta)\) using its inaccuracy rate \[ e(\epsilon,\theta,T_ n)=- \liminf_{n\to \infty}n^{-1} \log P_{\theta}\{\| T_ n- g(\theta)\| >\epsilon \} \] for fixed \(\epsilon >0\).
Kester, A. D. M., Kallenberg, W. C. M.
openaire +4 more sources
Large Deviations with Diminishing Rates [PDF]
Mathematics of Operations Research, 2005 The theory of large deviations for jump Markov processes has been generally proved only when jump rates are bounded below, away from zero (Dupuis and Ellis, 1995, The large deviations principle for a general class of queueing systems I. Trans. Amer. Math. Soc.
Adam Shwartz, Alan Weiss
openaire +3 more sources