Results 11 to 20 of about 651,257 (303)
Moderate deviations for recursive stochastic algorithms
Stochastic 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
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The 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.
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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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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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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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Sample-Path Large Deviations in Credit Risk
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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Bootstrap approximation for probabilities of large deviations
Lietuvos Matematikos Rinkinys, 1997 There is not abstract.
Leonas Saulis
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