Results 11 to 20 of about 8,481,699 (293)

The large deviation principle for the Kac distribution [PDF]

open access: yes, 1988
We prove that the Large Deviation Principle holds for the distribution of the particle number density (the Kac distribution) whenever the free energy density exists in the thermodynamic limit. We use this result to give a new proof of the Large Deviation Principle for the Kac distribution of the free Boson gas.
Lewis, J. T.   +2 more
core   +4 more sources

A DOUBLE LARGE DEVIATION PRINCIPLE FOR MONGE-AMPERE GRAVITATION

open access: yes, 2015
Monge-Ampere gravitation is a nonlinear modification of classical Newtonian gravitation, when the Monge-Ampere equation substitutes for the Poisson equation. We establish, through two applications of the large deviation principle, that the MA gravitation
Brenier, Yann
core   +6 more sources

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

open access: yes, 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

A General Conditional Large Deviation Principle [PDF]

open access: yesJournal of Statistical Physics, 2015
Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$ is good and effectively continuous and the conditioning set has the property that (1) $\overline{B^\circ ...
La Cour, Brian R., Schieve, William C.
openaire   +3 more sources

Large deviation principles for lacunary sums

open access: yesTransactions of the American Mathematical Society, 2022
Let ( a k )
Aistleitner, Christoph   +4 more
openaire   +3 more sources

An Almost Sure Large Deviation Principle For The Hopfield Model [PDF]

open access: yes, 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
core   +1 more source

Noncentral moderate deviations for fractional Skellam processes

open access: yesModern Stochastics: Theory and Applications, 2023
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to
Jeonghwa Lee, Claudio Macci
doaj   +1 more source

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

open access: yesEntropy, 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

The large deviation principle for certain series [PDF]

open access: yes, 2004
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_{k}(t)\xi_{k}:t\in T\}$, where $\{\xi_{k}\}_{k=1}^{\infty}$ is a sequence of i.i.d.r.v.'s with mean zero and $x_{k}(t)\in \mathbb{R}$.
Arcones, Miguel A., Miguel A. Arcones
core   +1 more source

Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process

open access: yesJournal of Inequalities and Applications, 2016
In this paper, we consider a discrete-time risk model with the claim number following a Poisson ARCH process. In this model, the mean of the current claim number depends on the previous observations. We study the large deviations for the aggregate amount
Shihang Yu
doaj   +1 more source

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