Results 11 to 20 of about 2,110,154 (170)
Nonconventional large deviations theorems [PDF]
Probability Theory and Related Fields, 2013 We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
Kifer, Yuri, Varadhan, S. R. S.
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Delta method in large deviations and moderate deviations for estimators [PDF]
Annals of Statistics, 2011 The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail probabilities.
Xingqiu Zhao
exaly +3 more sources
Sample-Path Large Deviations in Credit Risk [PDF]
Journal of Applied Mathematics, 2011 The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the ...
V. J. G. Leijdekker +2 more
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On Magnetic Models in Wavefunction Ensembles
Entropy, 2023 In a wavefunction-only philosophy, thermodynamics must be recast in terms of an ensemble of wavefunctions. In this perspective we study how to construct Gibbs ensembles for magnetic quantum spin models.
Leonardo De Carlo, William D. Wick
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The discounted limit theorems for large deviations
Lietuvos Matematikos Rinkinys, 2003 There is not abstract.
Dovilė Deltuvienė, Leonas Saulis
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Quantum state estimation and large deviations [PDF]
, 2004 In this paper we propose a method to estimate the density matrix \rho of a d-level quantum system by measurements on the N-fold system. The scheme is based on covariant observables and representation theory of unitary groups and it extends previous ...
Bahadur R. R. +10 more
core +2 more sources
Large Deviations for Brownian Intersection Measures [PDF]
, 2011 We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)
Asselah +23 more
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Discounted payments theorems for large deviations
Lietuvos Matematikos Rinkinys, 2016 Let Z(t) = Σ j=1N(t) Xj, t ≥ 0, be a stochastic process, where Xj are independent identically distributed random variables, and N(t) is non-negative integer-valued process with independent increments.
Aurelija Kasparavičiūtė +1 more
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Quasi-static large deviations [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2020 We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system reaches the stationary state.This gives rise to the quasi static hydrodynamic limit proven in [10].
De Masi A., Olla S.
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