Results 11 to 20 of about 13,006,447 (294)

Large deviation principle for a stochastic Allen--Cahn equation [PDF]

, 2018
. In this paper we consider the Allen–Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial differential ...
Heida, Martin, Röger, Matthias
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

Asymptotic Expansion for the Distribution and Density Functions of the Quadratic Form of a Stationary Gaussian Process in the Large Deviation Cramer Zone

Nonlinear Analysis, 2001
The work considers the asymptomic expansions in the large deviation Cramer zone for the distribution and its density functions of the quadratic form a stationary Gaussian sequence.
L. Saulis
doaj   +1 more source

Large deviations of correlation functions in random magnets [PDF]

Physical Review B, 2014
19 pages, 9 ...
F. Morone, PARISI, Giorgio, RICCI TERSENGHI, Federico   +2 more
openaire   +4 more sources

A Large Deviation Principle and an Expression of the Rate Function for a Discrete Stationary Gaussian Process

Entropy, 2014
We prove a large deviation principle for a stationary Gaussian process over Rb,indexed by Ζd (for some positive integers d and b), with positive definite spectral density, andprovide an expression of the corresponding rate function in terms of the mean ...
Olivier Faugeras, James MacLaurin
doaj   +1 more source

Model of Assembly Deviation of Irregular Large Thin-Walled Structures Based on Higher-Order Composite Shell Element

Shanghai Jiaotong Daxue xuebao, 2022
The non-uniform stiffness distribution of irregular large thin-walled structures leads to warping deformation in the process of machining and assembly.
LIN Zhangpeng, YU Haidong, YUAN Ke
doaj   +1 more source

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, Bovier, Anton, Anton Bovier, Gayrard, Véronique   +3 more
core   +1 more source

Asymptotic expansion for the density function of the series scheme of a random variables in the large deviation in Cramer zone

Lietuvos Matematikos Rinkinys, 2001
In this work, the expansion of the density function of series schemes of independent variables ξ(n)1,ξ(n)2 ,..., ξ(n)j,   with means Eξ(n)j = 0, and dispersions σ(n)2j = Eξ(n)2j   has been obtained in the Cramer zone of large deviations.
Dovilė Deltuvienė, Leonas Saulis
doaj   +3 more sources

Large Deviations for Additive Functionals of Reflected Jump-Diffusions

SIAM Journal on Applied Mathematics, 2022
We consider a jump-diffusion process on a bounded domain with reflection at the boundary, and establish long-term results for a general additive process of its path. This includes the long-term behaviour of its occupation time in the interior and on the boundaries.
Lea Popovic, Giovanni Zoroddu
openaire   +3 more sources

Fluctuations of finite-time Lyapunov exponents in an intermediate-complexity atmospheric model: a multivariate and large-deviation perspective [PDF]

Nonlinear Processes in Geophysics, 2019
The stability properties as characterized by the fluctuations of finite-time Lyapunov exponents around their mean values are investigated in a three-level quasi-geostrophic atmospheric model with realistic mean state and variability.
F. Kwasniok
doaj   +1 more source