Results 1 to 10 of about 1,088,601 (319)
Large Sample Point Estimation: A Large Deviation Theory Approach [PDF]
The Annals of Statistics, 1982 In this paper the exponential rates of decrease and bounds on tail probabilities for consistent estimators are studied using large deviation methods. The asymptotic expansions of Bahadur bounds and exponential rates in the case of the maximum likelihood estimator are obtained.
James C. Fu
openalex +4 more sources
Large deviations in discrete-time renewal theory [PDF]
Stochastic Processes and their Applications, 2021 We establish sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The framework we consider is the pinning model of polymers, which amounts to a Gibbs change of measure of a classical renewal ...
Marco Zamparo
openalex +5 more sources
Large-deviation theory for diluted Wishart random matrices [PDF]
Physical Review E, 2018 Wishart random matrices with a sparse or diluted structure are ubiquitous in the processing of large datasets, with applications in physics, biology and economy. In this work we develop a theory for the eigenvalue fluctuations of diluted Wishart random matrices, based on the replica approach of disordered systems. We derive an analytical expression for
Isaac Pérez Castillo, Fernando L. Metz
openalex +5 more sources
Macroscopic Determinism in Interacting Systems Using Large Deviation Theory [PDF]
Journal of Statistical Physics, 2002 23 pages, 3 figures, submitted to the Journal of Statistical ...
Brian R. La Cour, William C. Schieve
openalex +6 more sources
Pluripotential Theory and Convex Bodies: Large Deviation Principle [PDF]
Arkiv för Matematik, 2018 We continue the study in a previous work in the setting of weighted pluripotential theory arising from polynomials associated to a convex body $P$ in $({\bf R}^+)^d$. Our goal is to establish a large deviation principle in this setting specifying the rate function in terms of $P-$pluripotential-theoretic notions.
Turgay Bayraktar +3 more
openalex +7 more sources
Large Deviations of the Schwarzian Field Theory [PDF]
We prove a large deviations principle for the probabilistic Schwarzian Field Theory at low temperatures. We demonstrate that the good rate function is equal to the action of the Schwarzian Field Theory, and we find its minimisers. In addition, we define an analogue of the Hölder condition on the functional space $\mathrm{Diff}^1(\mathbb{T})/\mathrm{PSL}
И. В. Лосев
openalex +3 more sources
Quenched large deviations in renewal theory
Stochastic Processes and their ApplicationsIn this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate functions in terms of variational formulas involving correctors.
Frank den Hollander, Marco Zamparo
openalex +4 more sources
Large Deviations in Quantum Information Theory [PDF]
Problems of Information Transmission, 2003 The authors study the probabilities of certain events, which are useful in quantum information theory. In particular, they obtain the asymptotic estimates of these probabilities and make use of the exponential Chebyshev estimation procedure.
Ahlswede, R., Blinovsky, V. M.
openaire +4 more sources
Linear response in large deviations theory: a method to compute non-equilibrium distributions
New Journal of Physics, 2021 We consider thermodynamically consistent autonomous Markov jump processes displaying a macroscopic limit in which the logarithm of the probability distribution is proportional to a scale-independent rate function (i.e.
Nahuel Freitas +2 more
doaj +1 more source
Large-time correlation functions in bosonic lattice field theories
Physics Letters B, 2023 Large-time correlation functions have a pivotal role in extracting particle masses from Euclidean lattice field theory calculations, however little is known about the statistical properties of these quantities.
Cagin Yunus, William Detmold
doaj +1 more source