Results 61 to 70 of about 7,821,936 (179)

Random matrices, large deviations and reflected Brownian motion [PDF]

open access: yes
In this thesis we present results in large deviations theory, free probability and the theory of reflected Brownian motion. We study the large deviations behaviour of the block structure of a non-crossing partition chosen uniformly at random.
Ortmann, Janosch
core  

Large-Deviation Analysis for Stochastic Models of Bacterial Evolution

open access: yesMathematics
Radical shifts in the genetic composition of large cell populations are rare events with quite low probabilities that direct numerical simulations generally fail to evaluate accurately.
Robert Azencott   +2 more
doaj   +1 more source

Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model

open access: yesJournal 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

Occupation time large deviations for zero range processes

open access: yes, 2007
在這篇文章中,我們研究一維的非對稱交互作用粒子系統其佔位時間之大離差的行為。所採用的是C. Landim在1992年的文章中所提出的方法。In this paper, we investigate occupation time large deviations for one dimensional mean zero asymmetric zero range processes.
Wu, Fong-Min, 吳峰岷
core  

Construction of asymptotically optimal control for crisscross network from a free boundary problem

open access: yesStochastic 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

Large deviation asymptotics for busy periods

open access: yesStochastic 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

open access: yesEntropy, 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 in Coulomb gases: A mathematical perspective

open access: yesSciPost Physics Lecture Notes
These notes account for five ninety-minute lectures given by Mylène Maïda as part of the 2024 Summer School in Les Houches. This 4-week program was entitled Large deviations and applications.
Mylène Maïda, Antony Fahmy, Jan-Luka Fatras, Yilin Ye
doaj   +1 more source

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