Results 61 to 70 of about 2,110,154 (170)

Large deviation asymptotics for busy periods

Stochastic Systems, 2014
The busy period for a queue is cast as the area swept under the random walk until it first returns to zero. Encompassing non-i.i.d. increments, the large-deviations asymptotics of the busy period B is addressed, under the assumption that the increments ...
Ken R. Duffy, Sean P. Meyn
doaj   +1 more source

Gradient and GENERIC Systems in the Space of Fluxes, Applied to Reacting Particle Systems

Entropy, 2018
In a previous work we devised a framework to derive generalised gradient systems for an evolution equation from the large deviations of an underlying microscopic system, in the spirit of the Onsager–Machlup relations.
D. R. Michiel Renger
doaj   +1 more source

Large-deviations of disease spreading dynamics with vaccination. [PDF]

PLoS One, 2023
Feld Y, Hartmann AK.
europepmc   +1 more source

Large Deviations for Subcritical Bootstrap Percolation on the Erdős-Rényi Graph. [PDF]

J Stat Phys, 2021
Angel O, Kolesnik B.
europepmc   +1 more source

Large deviations for the stochastic functional integral equation with nonlocal condition [PDF]

Arab Journal of Mathematical Sciences
Purpose – The purpose of this paper is to study large deviations for the solution processes of a stochastic equation incorporated with the effects of nonlocal condition.
Gopal Shruthi, Murugan Suvinthra
doaj   +1 more source

Large Deviations of Realized Volatility [PDF]

This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed
Shin Kanaya, Taisuke Otsu
core  

Universal and non-universal large deviations in critical systems

SciPost Physics
Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations.
Ivan Balog, Bertrand Delamotte, Adam Rançon
doaj   +1 more source

Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance

Modern Stochastics: Theory and Applications, 2016
We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of $\varepsilon W$ as $\varepsilon \to 0$.
Alexei Kulik, Daryna Sobolieva
doaj   +1 more source

Web renewal counting processes and their applications in insurance

Journal of Inequalities and Applications, 2018
This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained ...
Rong Li, Xiuchun Bi, Shuguang Zhang
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