Results 251 to 260 of about 13,006,447 (294)

Adaptive dynamics of quantitative traits in a steadily changing environment. [PDF]

Genetics
Pahujani S, Zhang Y, Stetter MG, Krug J.
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ON THE LARGE DEVIATION FUNCTIONS OF MARKOV CHAINS

Acta Mathematica Scientia, 1988
The authors give necessary and sufficient conditions for the level-2 large deviation functions of two Markov chains with finite state space to coincide. The conditions are formulated in terms of the intensity matrices of the chains.
Gong, Guanglu, Qian, Minping
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Large Deviations Rate Function for Polling Systems

Queueing Systems, 2002
A polling system with one server, Markovian routing and exponential service times and walkover times is considered. Let \(Q_t\) be the state vector of the system at time \(t\). A sample path large deviations principle is established for \(\{Q_{nt}/n\}_{t\geq 0}\) as \(n\to\infty\) and certain information on the form of the rate function is given.
Franck Delcoigne, Arnaud de La Fortelle
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Large deviations of degenerate Mises functionals

Journal of Mathematical Sciences, 1999
Ya. Yu. Nikitin's method of obtaining asymptotics of large deviations is extended to a more general situation. Bibliography:14 titles.
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Large Deviations for Quadratic Functionals of Gaussian Processes

Journal of Theoretical Probability, 1997
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Bryc, Włodzimierz, Dembo, Amir
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Large Deviation Bounds for Functionals of Viterbi Paths

IEEE Transactions on Information Theory, 2011
In a number of applications, the underlying stochastic process is modeled as a finite-state discrete-time Markov chain that cannot be observed directly and is represented by an auxiliary process. The maximum a posteriori (MAP) estimator is widely used to estimate states of this hidden Markov model through available observations.
Arka P. Ghosh, Elizabeth Kleiman, Alexander Roitershtein   +2 more
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Functional large deviations for burgers particle systems

Communications on Pure and Applied Mathematics, 2006
AbstractWe consider Burgers particle systems, i.e., one‐dimensional systems of sticky particles with discrete white‐noise‐type initial data (not necessarily Gaussian), and describe functional large deviations for the state of the systems at any given time.
Shi, Z., Lifshits, M.A.
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Large deviations of arithmetic functions

Lithuanian Mathematical Journal, 1976
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Some Functional Large Deviations Principles in Nonparametric Function Estimation

Journal of Theoretical Probability, 2011
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Louani, Djamal, Ould Maouloud, Sidi Mohamed   +1 more
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On large deviations and density functions

Annals of the Institute of Statistical Mathematics, 1979
Suppose thatX1,X2, ... is a sequence of absolutely continuous or integer valued random variables with corresponding probability density functionsfn(x). Let {φn} =1 ∞ be a sequence of real numbers, then necessary and sufficient conditions are given forn−1 logfn(φn)-n−1 log P (Xn>φn ...
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