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Statistics & Probability Letters, 1996
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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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Estimating priorities from relative deviations in pairwise comparison matrices
Information Sciences, 2021Gang Kou, Yi Peng
exaly
Cancer Risk Elicitation and Communication: Lessons from the Psychology of Risk Perception
Ca-A Cancer Journal for Clinicians, 2007William M P Klein, Michael E Stefanek
exaly