Results 1 to 10 of about 2,110,154 (170)

Large Deviations Conditioned on Large Deviations II: Fluctuating Hydrodynamics [PDF]

open access: yesJournal of Statistical Physics, 2019
32 pages, 6 figures.
Derrida, Bernard, Sadhu, Tridib
openaire   +5 more sources

Large Deviations for Continuous Time Random Walks [PDF]

open access: yesEntropy, 2020
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian.
Wanli Wang, Eli Barkai, Stanislav Burov
doaj   +2 more sources

Large Deviations [PDF]

open access: yesThe Annals of Probability, 2005
This paper is based on the Wald Lectures diven at the annual meeting of the IMS in Minneapolis during August 2005. It is a survey of the theory of large deviations. The author has considered following sections of the theory: 1. Large deviations for sums; 2. Rate functions, duality and generating functions; 3. Markov processes; 4.
Varadhan, S. R. S.
openaire   +5 more sources

Large deviations for counting processes

open access: yesLietuvos Matematikos Rinkinys, 2000
There is not abstract.
Vaidotas Kanišauskas
doaj   +3 more sources

Asymptotic results for families of random variables having power series distributions

open access: yesModern Stochastics: Theory and Applications, 2022
Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied.
Claudio Macci   +2 more
doaj   +1 more source

Large deviations for endomorphisms of torus

open access: yesLietuvos Matematikos Rinkinys, 2004
There is not abstract.
Birutė Kryžienė   +1 more
doaj   +3 more sources

Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

open access: yesModern Stochastics: Theory and Applications, 2020
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions.
Luisa Beghin   +2 more
doaj   +1 more source

Moderate deviations for recursive stochastic algorithms

open access: yesStochastic Systems, 2015
We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the ...
Paul Dupuis, Dane Johnson
doaj   +1 more source

Large deviations for endomorphisms of torus, II

open access: yesLietuvos Matematikos Rinkinys, 2005
There is not ...
Birutė Kryžienė   +1 more
doaj   +3 more sources

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