Results 51 to 60 of about 7,821,936 (179)
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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Thermodynamic Formalism in Neuronal Dynamics and Spike Train Statistics
Entropy, 2020 The Thermodynamic Formalism provides a rigorous mathematical framework for studying quantitative and qualitative aspects of dynamical systems. At its core, there is a variational principle that corresponds, in its simplest form, to the Maximum Entropy ...
Rodrigo Cofré +2 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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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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Airy distribution: Experiment, large deviations, and additional statistics
Physical Review Research, 2020 The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics, and computer science. Here we use a dilute colloidal system to directly measure the AD
Tal Agranov +5 more
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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
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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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Quicksort and Large Deviations
, 2013 Quicksort may be the most familiar and important randomised algorithm studied in computer science. It is well known that the expected number of comparisons on any input of n distinct keys is Θ(n ln n), and the probability of a large deviation above the expected value is very small. This probability was well estimated some time ago, with an ad-hoc proof:
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Міжнародний науково-технічний журнал "Проблеми керування та інформатики", 2020 The paper is devoted to the consideration of a stochastic programming problem where the random factor is a homogeneous in a strict sense random field satisfying the strong mixing condition with the appropriate mixing coefficient.
П.С. Кнопов +1 more
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Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators [PDF]
This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models.
Taisuke Otsu
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