Results 41 to 50 of about 7,821,936 (179)
Theorems on large deviations for the sum of random number of summands
Lietuvos 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
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Large deviations for the posterior distributions under conjugate prior distributions [PDF]
, 2011 This paper takes up three parametric cases－the normal, Poisson, exponential cases－in order to study a large deviation upper bound for some posterior probabilitiy of the unknown parameter when in each case the prior distribution is assumed to be in a ...
Shikimi, Takuhisa
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Assessing, Testing and Estimating the Amount of Fine-Tuning by Means of Active Information
Entropy, 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
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Large deviations for exchangeable observations with applications
International 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
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About universality of large deviation principles for conjugacy invariant permutations
We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speeds $n$ and $\sqrt{n}$ for the length of monotone subsequences in ...
Guionnet, Alice, Kammoun, Mohamed, Slim
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Large deviations in non-Markovian stochastic epidemics
Physical Review ResearchWe develop a framework for non-Markovian, well-mixed susceptible-infected-recovered (SIR) and susceptible-infected-susceptible (SIS) models beyond mean field, utilizing the continuous-time random walk formalism.
Matan Shmunik, Michael Assaf
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On limit theorems of Fortet–Kac type
Lietuvos 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
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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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Electronic Communications in Probability, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Large deviations techniques for long-range interactions
, 2014 In this Chapter we will present some applications of the large deviations technique to the calculation of entropy and free-energy of systems with long-range interactions. Indeed, most of the examples we will treat are simple mean-field models.
Patelli, A. +4 more
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