Results 11 to 20 of about 1,088,601 (319)
Large deviations for conditionally Gaussian processes: estimates of level crossing probability
Modern Stochastics: Theory and Applications, 2018 The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes – the conditionally Gaussian processes ...
Barbara Pacchiarotti +1 more
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European Physical Journal C: Particles and Fields, 2018 Binary pulsar observations and gravitational wave detections seriously constrained scalar–tensor theories with massless scalar field allowing only small deviations from general relativity.
Kalin V. Staykov +3 more
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Large-deviation theory of increasing returns
Physical Review E, 2023 An influential theory of increasing returns has been proposed by the economist W. B. Arthur in the '80s to explain the lock-in phenomenon between two competing commercial products. In the most simplified situation there are two competing products that gain customers according to a majority mechanism: each new customer arrives and asks which product ...
Simone Franchini, Riccardo Balzan
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Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime
Mathematics, 2023 We introduce a class of Markov models to describe the bid–ask price dynamics in the presence of liquidity fluctuations. In a highly competitive regime, the spread evolution belongs to a class of Markov processes known as a population process with uniform
Helder Rojas +2 more
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Boolean Valued Representation of Random Sets and Markov Kernels with Application to Large Deviations
Mathematics, 2020 We establish a connection between random set theory and Boolean valued analysis by showing that random Borel sets, random Borel functions, and Markov kernels are respectively represented by Borel sets, Borel functions, and Borel probability measures in a
Antonio Avilés López +1 more
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Mapping current and activity fluctuations in exclusion processes: consequences and open questions
SciPost Physics, 2021 Considering the large deviations of activity and current in the Asymmetric Simple Exclusion Process (ASEP), we show that there exists a non-trivial correspondence between the joint scaled cumulant generating functions of activity and current of two ASEPs
Matthieu Vanicat, Eric Bertin, Vivien Lecomte, Eric Ragoucy
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Logarithmic Potential Theory and Large Deviation [PDF]
Computational Methods and Function Theory, 2015 We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general measures $ $ on $K$.
Bloom, Thomas +2 more
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Large-Deviations Theory and Empirical Estimator Choice [PDF]
Econometric Reviews, 2008 In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002).
Grendar, Marian, Judge, George G.
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Approaching a large deviation theory for complex systems [PDF]
Nonlinear Dynamics, 2021 10 pages, 3 ...
Ugur Tirnakli +2 more
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