Results 51 to 60 of about 2,110,154 (170)
Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model
Journal of Probability and Statistics, 2011 We study the large deviations and moderate deviations of hypothesis testing for squared radial Ornstein-Uhleneck model. Large deviation principles for the log-likelihood ratio are obtained, by which we give negative regions in testing squared radial ...
Shoujiang Zhao, Qiaojing Liu
doaj +1 more source
On large deviations for compound mixed Poisson process
Lietuvos Matematikos Rinkinys, 2013 This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė +1 more
doaj +1 more source
Large deviations for non-uniformly expanding maps
, 2018 We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets.
A. Lasota +50 more
core +1 more source
Large Deviations for Statistics of Jacobi Process [PDF]
, 2006 In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination of the considered process by means of a suitable random change.
Demni, Nizar, Zani, Marguerite
core +3 more sources
Harmonious Representation of PDF's reflecting Large Deviations
, 2003 The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for the tail part
Arimitsu +25 more
core +2 more sources
Large Deviations of Estimators
The Annals of Statistics, 1986 The authors investigate the asymptotic behaviour of estimators \(T_ n\) of g(\(\theta)\) using its inaccuracy rate \[ e(\epsilon,\theta,T_ n)=- \liminf_{n\to \infty}n^{-1} \log P_{\theta}\{\| T_ n- g(\theta)\| >\epsilon \} \] for fixed \(\epsilon >0\).
Kester, A. D. M., Kallenberg, W. C. M.
openaire +4 more sources
Precise large deviations for dependent regularly varying sequences
, 2011 We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and S.V. Nagaev (1979) for iid regularly varying sequences. The proof uses an
Mikosch, Thomas, Wintenberger, Olivier
core +5 more sources
Construction of asymptotically optimal control for crisscross network from a free boundary problem
Stochastic Systems, 2016 An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload formulations ...
Amarjit Budhiraja +2 more
doaj +1 more source
On large deviation regimes for random media models
, 2009 The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models.
Cranston, M. +2 more
core +2 more sources