Results 31 to 40 of about 8,985,595 (290)
Large deviation principle for one-dimensional SDEs with discontinuous coefficients
Modern Stochastics: Theory and Applications, 2016 We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel–Freidlin theorem, but under the considerably weaker assumption ...
Alexei Kulik, Daryna Sobolieva
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An Almost Sure Large Deviation Principle For The Hopfield Model [PDF]
, 1995 We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random `patterns', M , as a function of the system
Véronique Gayrard +3 more
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Stochastic quantum Zeno by large deviation theory
New Journal of Physics, 2016 Quantum measurements are crucial for observing the properties of a quantum system, which, however, unavoidably perturb its state and dynamics in an irreversible way.
Stefano Gherardini +5 more
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Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
New Journal of Physics, 2021 Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies.
Samudrajit Thapa +7 more
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Review article: Large fluctuations in non-equilibrium physics [PDF]
Nonlinear Processes in Geophysics, 2023 Non-equilibrium is dominant in geophysical and climate phenomena. However the study of non-equilibrium is much more difficult than equilibrium, and the relevance of probabilistic simplified models has been emphasized. Large deviation rates have been used
G. Jona-Lasinio
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Large deviations for martingales
Stochastic Processes and their Applications, 2001 The authors present new large deviations results for partial sums of martingale differences. Provided boundedness of an exponential moment they prove optimality of the estimate \(\text{e}^{-cn^{1/3}}\) instead of the estimate \(\text{e}^{-cn}\) known for the i.i.d.\ case. Provided boundedness of a \(p\)th moment (\(p\geq 2\)) they show optimality of an
Lesigne, Emmanuel, Volný, Dalibor
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Long-Time Behavior of Galton–Watson Systems with Circular Mechanism
MathematicsLet {Zn:n≥0} be a Galton–Watson system with a circular mechanism a∗b, where a={aj}j=0∞ and b={bj}j=0∞ are probability distributions on Z+:={0,1,2,⋯}. Let ma:=∑j=0∞jaj, mb:=∑j=0∞jbj. The extinction property of such branching systems is first studied. Then,
Junping Li, Mixuan Hou
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Large-deviation properties of resilience of power grids
New Journal of Physics, 2015 We study the distributions of the resilience of power flow models against transmission line failures via a so-called backup capacity. We consider three ensembles of random networks, and in addition, the topology of the British transmission power grid ...
Timo Dewenter, Alexander K Hartmann
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Large Deviation Results and Applications to the Generalized Cramér Model
Mathematics, 2018 In this paper, we prove large deviation results for some sequences of weighted sums of random variables. These sequences have applications to the probabilistic generalized Cramér model for products of primes in arithmetic progressions; they could lead to
Rita Giuliano, Claudio Macci
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On Probabilities of Large Deviations [PDF]
, 1994 The paper is concerned with the estimation of the probability that the empirical distribution of n independent, identically distributed random vectors is contained in a given set of distributions. Sections 1–3 are a survey of some of the literature on the subject.
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