Results 31 to 40 of about 7,821,936 (179)
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
doaj +1 more source
Bootstrap approximation for probabilities of large deviations
Lietuvos Matematikos Rinkinys, 1997 There is not abstract.
Leonas Saulis
doaj +1 more source
On large deviations for the negative binomial law
Lietuvos Matematikos Rinkinys, 1998 There is not abstract.
Pranas Vaitkus, Vydas Čekanavičius
doaj +3 more sources
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
doaj +1 more source
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
core +2 more sources
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
doaj +1 more source
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
doaj +1 more source
Convexity and Large Deviations
The Annals of Probability, 1984 In a previous paper [ibid. 11, 158-167 (1983; Zbl 0503.60035), the author introduced a concept of ''dominating'' points to establish a nice representation formula and improved asymptotics for the probabilities of large deviations of random walks on \({\mathbb{R}}^ d\).
openaire +2 more sources
Sample path large deviations for queues with many inputs [PDF]
, 2001 This paper presents a large deviations principle for the average of real-valued processes indexed by the positive integers, one which is particularly suited to queueing systems with many traffic flows.
Wischik, D.J.
core
On large deviations for random sums of the squares of weighted Gaussian random variables
Lietuvos 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