Results 31 to 40 of about 727,226 (339)
Large Deviations Asymptotics of Rectangular Spherical Integral
, 2023 International audienceIn this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density.
Huang, Jiaoyang +3 more
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The discounted limit theorems for large deviations
Lietuvos Matematikos Rinkinys, 2003 There is not abstract.
Dovilė Deltuvienė, Leonas Saulis
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Large deviations of jump process fluxes [PDF]
, 2019 We study a general class of systems of interacting particles that randomly interact to form new or different particles. In addition to the distribution of particles we consider the fluxes, defined as the rescaled number of jumps of each type that take ...
Renger, Michiel D.R. +2 more
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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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Large Deviations of Continuous Regular Conditional Probabilities [PDF]
, 2016 We study product regular conditional probabilities under measures of two coordinates with respect to the second coordinate that are weakly continuous on the support of the marginal of the second coordinate.
van Zuijlen, W. +3 more
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Sample-Path Large Deviations in Credit Risk
Journal of Applied Mathematics, 2011 The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the ...
V. J. G. Leijdekker +2 more
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Large deviations for martingales
Stochastic Processes and their Applications, 2001 The authors present new large deviations results for partial sums of martingale differences. Provided boundedness of an exponential moment they prove optimality of the estimate \(\text{e}^{-cn^{1/3}}\) instead of the estimate \(\text{e}^{-cn}\) known for the i.i.d.\ case. Provided boundedness of a \(p\)th moment (\(p\geq 2\)) they show optimality of an
Lesigne, Emmanuel, Volný, Dalibor
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On Probabilities of Large Deviations [PDF]
, 1994 The paper is concerned with the estimation of the probability that the empirical distribution of n independent, identically distributed random vectors is contained in a given set of distributions. Sections 1–3 are a survey of some of the literature on the subject.
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Large Deviations for Ablowitz-Ladik lattice, and the Schur flow
, 2023 28 pagesWe consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles.
Mazzuca, Guido, Memin, Ronan
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