Results 41 to 50 of about 2,110,154 (170)
Weak Gibbs measures and large deviations
, 2017 Let (X,T) be a dynamical system, where X is a compact metric space and T a continuous onto map.
Pfister, Charles-Edouard +1 more
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The discounted local limit theorems for large deviations
Lietuvos Matematikos Rinkinys, 2008 Theorems of large deviations, both in the Cramer zone and the Linnik power zones, for the normal approximation of the distribution density function of normalized sum Sv = \sum∞ k=0 vkXk, 0 < v < 1, of i.i.d.
Leonas Saulis, Dovilė Deltuvienė
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Witnessing nonclassicality through large deviations in quantum optics
Physical Review Research, 2020 Nonclassical correlations in quantum optics as resources for quantum computation are important in the quest for highly specialized quantum devices. Here, we put forward a methodology to witness nonclassicality of the output field from a generic quantum ...
Dario Cilluffo +6 more
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Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory
Entropy, 2021 Hellinger distance has been widely used to derive objective functions that are alternatives to maximum likelihood methods. While the asymptotic distributions of these estimators have been well investigated, the probabilities of rare events induced by ...
Anand N. Vidyashankar +1 more
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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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Sharp large deviations for some hyperbolic systems
, 2012 We prove a sharp large deviation principle concerning intervals shrinking with sub-exponential speed for certain models involving the Poincar\'e map related to a Markov family for an Axiom A flow restricted to a basic set $\Lambda$ satisfying some ...
LUCHEZAR STOYANOV +7 more
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Large deviations for weighted random sums
Nonlinear Analysis, 2013 In the present paper we consider weighted random sums ZN = ∑j=1 N ajXj, where 0 0. Throughout this paper N is independent of {X, Xj , j = 1, 2,...} and, for definiteness, it is assumed Z0 = 0. The main idea of the paper is to present results on theorems
Aurelija Kasparavičiūtė +1 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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Large deviations for a damped telegraph process
, 2013 In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level ...
A Crescenzo Di +20 more
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Two-parameter sample path large deviations for infinite-server queues
Stochastic Systems, 2014 Let Qλ(t,y) be the number of people present at time t with y units of remaining service time in an infinite server system with arrival rate equal to λ>0.
Jose H. Blanchet, Xinyun Chen, Henry Lam
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