Results 11 to 20 of about 2,121,332 (279)

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

Large deviations for endomorphisms of torus, II

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

Large deviations for endomorphisms of torus

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

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

On Magnetic Models in Wavefunction Ensembles

open access: yesEntropy, 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
doaj   +1 more source

The discounted limit theorems for large deviations

open access: yesLietuvos Matematikos Rinkinys, 2003
There is not abstract.
Dovilė Deltuvienė, Leonas Saulis
doaj   +3 more sources

Delta method in large deviations and moderate deviations for estimators [PDF]

open access: yes, 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.
Gao, Fuqing, Zhao, Xingqiu
core   +2 more sources

Large Deviations for Brownian Intersection Measures [PDF]

open access: yes, 2011
We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)
Asselah   +23 more
core   +7 more sources

Quantum state estimation and large deviations [PDF]

open access: yes, 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 in Single File Diffusion [PDF]

open access: yes, 2014
We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core repulsion, we
Krapivsky, P. L.   +2 more
core   +2 more sources

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