Results 21 to 30 of about 727,226 (339)
Modern 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
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Large deviations for endomorphisms of torus
Lietuvos Matematikos Rinkinys, 2004 There is not abstract.
Birutė Kryžienė +1 more
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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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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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Large deviations for endomorphisms of torus, II
Lietuvos Matematikos Rinkinys, 2005 There is not ...
Birutė Kryžienė +1 more
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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 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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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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