Results 21 to 30 of about 1,088,601 (319)

A large deviations approach to limit theory for heavy-tailed time series [PDF]

open access: yes, 2015
In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series.
Mikosch, T., Wintenberger, O.
core   +2 more sources

Demonstrative Application to an OECD/NEA Reactor Physics Benchmark of the 2nd-BERRU-PM Method—I: Nominal Computations Consistent with Measurements

open access: yesEnergies, 2023
This work illustrates the applications of the 2nd-BERRU-PM methodology to polyethylene-reflected plutonium (PERP) OECD/NEA reactor physics benchmark. Using concepts from information theory and thermodynamics, the 2nd-BERRU-PM (2nd-order best-estimate ...
Dan G. Cacuci, Ruixian Fang
doaj   +1 more source

Stochastic quantum Zeno by large deviation theory [PDF]

open access: yesNew Journal of Physics, 2016
21 pages, 6 ...
Gherardini Stefano   +5 more
openaire   +5 more sources

Macroscopic fluctuation theory and current fluctuations in active lattice gases

open access: yesSciPost Physics, 2023
We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large system limit.
Tal Agranov, Sunghan Ro, Yariv Kafri, Vivien Lecomte
doaj   +1 more source

Delta method in large deviations and moderate deviations for estimators [PDF]

open access: yes, 2011
The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail probabilities.
Gao, Fuqing, Zhao, Xingqiu
core   +2 more sources

Large Deviations Properties of Maximum Entropy Markov Chains from Spike Trains

open access: yesEntropy, 2018
We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model.
Rodrigo Cofré   +2 more
doaj   +1 more source

Measurement of the cross section for electroweak production of a Z boson, a photon and two jets in proton-proton collisions at s $$ \sqrt{\mathrm{s}} $$ = 13 TeV and constraints on anomalous quartic couplings

open access: yesJournal of High Energy Physics, 2020
A measurement is presented of the cross section for electroweak production of a Z boson and a photon in association with two jets (Zγjj) in proton-proton collisions.
The CMS collaboration   +2314 more
doaj   +1 more source

Diluting SUSY flavour problem on the Landscape

open access: yesPhysics Letters B, 2020
We consider an explicit effective field theory example based on the Bousso-Polchinski framework with a large number N of hidden sectors contributing to supersymmetry breaking.
Emilian Dudas   +2 more
doaj   +1 more source

Large Deviations Theory in Exponential Families

open access: yesThe Annals of Mathematical Statistics, 1968
0. Summary. We consider repeated independent sampling from one member of an exponential family of probability distributions. The probability that the sample mean of n such observations falls into some set Sn is, by definition, a "large deviations", "small deviations", or "medium deviations" problem depending on the location of the set S.
Efron, Bradley, Traux, Donald
openaire   +2 more sources

Airy distribution: Experiment, large deviations, and additional statistics

open access: yesPhysical 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
doaj   +1 more source

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