Results 11 to 20 of about 7,821,936 (179)
, 2020 [en] The objective of this project is to give an introduction to the theory of large deviations (LDP), a topic in stochastic analysis that can be described as the asymptotic evaluation of small probabilities at exponential scale. We start with the fundamental and initial result by Cramér (1938) and then, we formulate general LDP principles.
Zamora Font, Oriol
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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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Large Deviations for Ablowitz-Ladik lattice, and the Schur flow
, 2023 28 pagesWe consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles.
Mazzuca, Guido, Memin, Ronan
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Large Deviations Conditioned on Large Deviations II: Fluctuating Hydrodynamics [PDF]
Journal of Statistical Physics, 2019 32 pages, 6 figures.
Derrida, Bernard, Sadhu, Tridib
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Convergence of large-deviation estimators [PDF]
Physical Review E, 2015 We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of these estimators with sample size, based on the boundedness or unboundedness of the quantity sampled, and discuss how
Rohwer, C., Angeletti, F., Touchette, H.
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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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Large deviations of realized volatility [PDF]
Stochastic Processes and their Applications, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kanaya, Shin, Otsu, Taisuke
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Large deviations built on max-stability
, 2021 © 2021, International Statistical Institute/Bernoulli Society for Mathematical Statistics and Probability. This document is the Published version of a Published Work that appeared in final form in Bernoulli.
Kupper, Michael
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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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