Results 251 to 260 of about 12,531,328 (281)

Rate functions in the theory of large deviations

Statistics & Probability Letters, 1996
Let \(X\) be a normal topological space and \((P_n)_n\) a sequence of probability measures on \(X\) which satisfies a large deviation principle on \(X\) with a rate function \(I\). \textit{I. H. Dinwoodie} [Ann. Probab. 21, No. 1, 216-231 (1993; Zbl 0777.60024)] has established that \(I\) can be represented as \[ I(x) = \sup \bigl\{ f(x) - \Phi (f),\;f
openaire   +1 more source

How to Apply Large Deviation Theory to Routing in WSNs

2014
This paper deals with optimizing energy efficient communication subject to reliability constraints in the case of Wireless Sensor Networks (WSNs). The reliability is measured by the number of packets needed to be sent from a node to the base station via multi-hop communication in order to receive a fixed amount of data.
János Levendovszky, Hoc Thai Nguyen
openaire   +2 more sources

Application of large deviations in risk theory

2019
In this paper we will explore how large deviation theory can be applied to risk measures and ruin theory. After giving a detailed introduction to large deviations and a short introduction to ruin theory and risk measures, we will analyse the application to a model with an insurer and a reinsurer, a risk measure model with mixed distributions and the ...
openaire   +1 more source

A Brief Introduction to Large Deviations Theory

2012
In this chapter we introduce the main concepts of large deviations theory. We state some of the main theorems with several examples, from Cramer theorem for the sum of independent random variables, to Freidlin–Wentzell theory of random perturbation of dynamical systems.
openaire   +1 more source

An overview of the theory of large deviations and applications to statistical mechanics.

Insurance: Mathematics and Economics, 1995
Abstract We survey a number of results in the theory of large deviations, including Cramer's Theorem, the Donsker-Varadhan theory, and other modern developments. We then apply the large deviation theorems to three models in statistical mechanics, the Curie-Weiss model, the Curie-WeissPotts model, and the Ising model.
openaire   +1 more source

Geodesic deviation in Sáez–Ballester theory

Physics of the Dark Universe, 2022
Paulo Moniz, Maria Sakellariadou, S M M Rasouli   +2 more
exaly  

Why Service Recovery Fails? Examining the Roles of Restaurant Type and Failure Severity in Double Deviation With Justice Theory

Cornell Hospitality Quarterly, 2022
Suiwen Zou
exaly  

Geodesic deviation equation in Brans–Dicke theory in arbitrary dimensions

Physics of the Dark Universe, 2021
F Shojai, S M M Rasouli
exaly  

Fingerprinting Heatwaves and Cold Spells and Assessing Their Response to Climate Change Using Large Deviation Theory

Physical Review Letters, 2021
Valerio Lucarini, Vera Melinda Galfi
exaly  

Large Deviation Theory

2021
openaire   +1 more source