Results 11 to 20 of about 12,531,328 (281)
The Entropy Method in Large Deviation Theory
CoRR, 2022 This paper illustrates the power of the entropy method in addressing problems from large deviation theory. We provide and review entropy proofs for most fundamental results in large deviation theory, including Cramer's theorem, the Gärtner--Ellis theorem, and Sanov's theorem.
Yu, Lei
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Large-deviation theory for diluted Wishart random matrices [PDF]
Physical Review E, 2018 Wishart random matrices with a sparse or diluted structure are ubiquitous in the processing of large datasets, with applications in physics, biology and economy. In this work we develop a theory for the eigenvalue fluctuations of diluted Wishart random matrices, based on the replica approach of disordered systems. We derive an analytical expression for
Castillo, Isaac Pérez +1 more
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About universality of large deviation principles for conjugacy invariant permutations
We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speeds $n$ and $\sqrt{n}$ for the length of monotone subsequences in ...
Guionnet, Alice, Kammoun, Mohamed, Slim
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A reinforcement learning approach to rare trajectory sampling
New Journal of Physics, 2021 Very often when studying non-equilibrium systems one is interested in analysing dynamical behaviour that occurs with very low probability, so called rare events .
Dominic C Rose +2 more
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Typicality of the 2021 Western North America summer heatwave
Environmental Research Letters, 2023 Elucidating the statistical properties of extreme meteo-climatic events and capturing the physical processes responsible for their occurrence are key steps for improving our understanding of climate variability and climate change and for better ...
Valerio Lucarini +3 more
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Exit problem of stochastic SIR model with limited medical resource
Theoretical and Applied Mechanics Letters, 2023 Nonlinearity and randomness are both the essential attributes for the real world, and the case is the same for the models of infectious diseases, for which the deterministic models can not give a complete picture of the evolution. However, although there
Y.C. Mao, X.B. Liu
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Large-Deviations Theory and Empirical Estimator Choice [PDF]
Econometric Reviews, 2008 In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002).
Grendar, Marian, Judge, George G.
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Analysis of stochastic neutral fractional functional differential equations
Boundary Value Problems, 2022 This work deals with the large deviation principle which studies the decay of probabilities of certain kind of extremely rare events. We consider stochastic neutral fractional functional differential equation with multiplicative noise and show large ...
Alagesan Siva Ranjani +3 more
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New Journal of Physics, 2020 We analyse the spatial inhomogeneities (‘spatial clustering’) in the distribution of particles accelerated by a force that changes randomly in space and time.
J Meibohm, K Gustavsson, J Bec, B Mehlig
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Large Families in a Risk Society: from Normativity to Deviance
Вісник Харківського національного університету імені В.Н. Каразіна. Серія: Соціологічні дослідження сучасного суспільства: методологія, теорія, методи, 2022 The article examines the phenomenon of large families from the perspective of modernity, namely the transition of large families from the position of establishing social order, from the position of normativity to the position of deviation and the gradual
Dmitiy Sopilnyak
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