Results 131 to 140 of about 2,110,154 (170)
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Theory of Probability & Its Applications, 2000
The paper presents a new point of view on the Cramér type large deviations \[ P(\xi >x)=(1-\Phi (x))Q\exp(L) \] for the ``right tail'' of the distribution of a random variable \(\xi\). Here \(\Phi (x)\) is a standard normal distribution function, \(Q\) and \(L\) are some quantities depending on \(x\) and \(\xi\).
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The paper presents a new point of view on the Cramér type large deviations \[ P(\xi >x)=(1-\Phi (x))Q\exp(L) \] for the ``right tail'' of the distribution of a random variable \(\xi\). Here \(\Phi (x)\) is a standard normal distribution function, \(Q\) and \(L\) are some quantities depending on \(x\) and \(\xi\).
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Large deviations forU-statistics
Lithuanian Mathematical Journal, 1992Let \(X_ 1, X_ 2, \dots\) be a sequence of independent random variables having common probability distribution \(F\), and let \(\varphi (x_ 1, \dots, x_ m)\) be a function (kernel) assumed (without loss of generality) to be symmetric in its arguments. For each such kernel we consider the associated \(U\)-statistic \[ U_ n={n \choose m}^{-1} \sum_{C_{nm}
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Statistics & Probability Letters, 1996
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2017
This chapter applies Wentzell’s theory of large deviation s to the Wright–Fisher model, using the approach of Papangelou (Athens conference on applied probability and time series analysis. Lecture notes in statistics, vol 114. Springer, New York, pp 245–252, 1996; Papangelou, Ann Appl Probab, 8(1):182–192, 1998; Papangelou, Stochastic processes and ...
Julian Hofrichter +2 more
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This chapter applies Wentzell’s theory of large deviation s to the Wright–Fisher model, using the approach of Papangelou (Athens conference on applied probability and time series analysis. Lecture notes in statistics, vol 114. Springer, New York, pp 245–252, 1996; Papangelou, Ann Appl Probab, 8(1):182–192, 1998; Papangelou, Stochastic processes and ...
Julian Hofrichter +2 more
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Large Deviations for Cascades and Cascades of Large Deviations
2004In a Mandelbrot’s multiplicative cascade on [0,1] ,letr bethe number of cells,and Z the mass of the measure at the height n in the rary tree. Most of the known results deal with the limit n —>∞with r fixed. In some previous papers,we began the study of r —>∞when n is fixed,showinga lawof large numbers and describinga newlarge deviations phenomenon when
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2004
We will find that many of the rare events that we wish to simulate are the result of the occurrence of a large deviation event. In order to develop good simulation strategies for these events, we need to understand something of the probability theory associated with them.
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We will find that many of the rare events that we wish to simulate are the result of the occurrence of a large deviation event. In order to develop good simulation strategies for these events, we need to understand something of the probability theory associated with them.
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