Results 31 to 40 of about 2,110,154 (170)

On large deviations for random sums of the squares of weighted Gaussian random variables

open access: yesLietuvos Matematikos Rinkinys, 2015
The paper considers normal approximation to the distribution of random sums of the squares of independent weighted Gaussian random variables (r.vs.) taking into consideration large deviations in the Cramér zone.
Aurelija Kasparavičiūtė   +1 more
doaj   +1 more source

Theorems on large deviations for the sum of random number of summands

open access: yesLietuvos Matematikos Rinkinys, 2010
In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i =
Aurelija Kasparavičiūtė   +1 more
doaj   +1 more source

Assessing, Testing and Estimating the Amount of Fine-Tuning by Means of Active Information

open access: yesEntropy, 2022
A general framework is introduced to estimate how much external information has been infused into a search algorithm, the so-called active information.
Daniel Andrés Díaz-Pachón   +1 more
doaj   +1 more source

On limit theorems of Fortet–Kac type

open access: yesLietuvos Matematikos Rinkinys, 2008
We get the theorem of large deviations for sums of type \sum f(T jt) satisfying the conditions weaker than in [5] (see [5, pp. 221–227]).
Birutė Kryžienė   +1 more
doaj   +1 more source

Large Deviations for Quicksort [PDF]

open access: yesJournal of Algorithms, 1996
Summary: Let \(Q_n\) be the random number of comparisons made by quicksort in sorting \(n\) distinct keys when we assume that all \(n!\) possible orderings are equally likely. Known results concerning moments for \(Q_n\) do not show how rare it is for \(Q_n\) to make large deviations from its mean.
McDiarmid, C. J. H., Hayward, R. B.
openaire   +2 more sources

Large deviations for exchangeable observations with applications

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2004
We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain ...
Jinwen Chen
doaj   +1 more source

Convergence of large-deviation estimators [PDF]

open access: yesPhysical 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.
openaire   +4 more sources

Large deviations for ideal quantum systems

open access: yes, 1999
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container.
Angelescu N.   +14 more
core   +2 more sources

Airy distribution: Experiment, large deviations, and additional statistics

open access: yesPhysical Review Research, 2020
The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics, and computer science. Here we use a dilute colloidal system to directly measure the AD
Tal Agranov   +5 more
doaj   +1 more source

Thermodynamic Formalism in Neuronal Dynamics and Spike Train Statistics

open access: yesEntropy, 2020
The Thermodynamic Formalism provides a rigorous mathematical framework for studying quantitative and qualitative aspects of dynamical systems. At its core, there is a variational principle that corresponds, in its simplest form, to the Maximum Entropy ...
Rodrigo Cofré   +2 more
doaj   +1 more source

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