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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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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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On large deviations for the negative binomial law
Lietuvos Matematikos Rinkinys, 1998 There is not abstract.
Pranas Vaitkus, Vydas Čekanavičius
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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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Sharp Probability Tail Estimates for Portfolio Credit Risk
Risks, 2022 Portfolio credit risk is often concerned with the tail distribution of the total loss, defined to be the sum of default losses incurred from a collection of individual loans made out to the obligors.
Jeffrey F. Collamore +2 more
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Stochastic resetting and large deviations
SciPost Physics Lecture NotesStochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary states.
Martin R. Evans, John C. Sunil
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Royal Society Open Science, 2021 Technological advancement has led to an increase in the number and type of trading venues and a diversification of goods traded. These changes have re-emphasized the importance of understanding the effects of market competition: does proliferation of ...
Robin Nicole +2 more
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Large deviations conditioned on large deviations I: Markov chain and Langevin equation
, 2018 We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain.
Derrida, Bernard, Sadhu, Tridib
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Numerical aspects of large deviations
SciPost Physics Lecture NotesAn introduction to numerical large-deviation sampling is provided. First, direct biasing with a known distribution is explained. As simple example, the Bernoulli process is used throughout the text.
Alexander K. Hartmann
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New Journal of Physics, 2020 Active fluids operate by constantly dissipating energy at the particle level to perform a directed motion, yielding dynamics and phases without any equilibrium equivalent.
Étienne Fodor +2 more
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