Results 41 to 50 of about 1,088,601 (319)

Large deviation theory for stochastic difference equations

European Journal of Applied Mathematics, 1997
The probability density for the solution yn of a stochastic difference equation is considered. Following Knessl et al. [1], it is shown to satisfy a master equation, which is solved asymptotically for large values of the index n. The method is illustrated by deriving the large deviation results for a sum of independent identically distributed ...
Kuske, R., Keller, J. B.
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Large deviations for two scale chemical kinetic processes

, 2016
We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks.
Li, Tiejun, Lin, Feng
core   +2 more sources

Non-reversible Metropolis-Hastings [PDF]

, 2015
The classical Metropolis-Hastings (MH) algorithm can be extended to generate non-reversible Markov chains. This is achieved by means of a modification of the acceptance probability, using the notion of vorticity matrix.
Bierkens, Joris
core   +3 more sources

Large deviations in the symmetric simple exclusion process with slow boundaries: A hydrodynamic perspective

SciPost Physics
We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have been recently
Soumyabrata Saha, Tridib Sadhu
doaj   +1 more source

Sub-AdS scale locality in AdS3/CFT2

Journal of High Energy Physics, 2017
We investigate sub-AdS scale locality in a weakly coupled toy model of the AdS3/CFT2 correspondence. We find that this simple model has the correct density of states at low and high energies to be dual to Einstein gravity coupled to matter in AdS3.
Alexandre Belin, Ben Freivogel, Robert A. Jefferson, Laurens Kabir   +3 more
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Some Backscatter Modeling Issues Complicating the Sonar‐Based Monitoring of Suspended Sediments in Rivers

Water Resources Research, 2023
The measurement of suspended sediments from acoustic backscatter was originally developed in marine science for monitoring near‐bottom suspensions usually composed of sand particles. In the last decade, there has been a growing interest in adapting these
Adrien Vergne, Jérôme Le Coz, Céline Berni   +2 more
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Asymptotic expansion for the density function of the series scheme of a random variables in the large deviation in Cramer zone

Lietuvos Matematikos Rinkinys, 2001
In this work, the expansion of the density function of series schemes of independent variables ξ(n)1,ξ(n)2 ,..., ξ(n)j,   with means Eξ(n)j = 0, and dispersions σ(n)2j = Eξ(n)2j   has been obtained in the Cramer zone of large deviations.
Dovilė Deltuvienė, Leonas Saulis
doaj   +3 more sources

Thermodynamic probability theory: some aspects of large deviations [PDF]

Russian Mathematical Surveys, 1995
This is a short but self-consistent and well-done review on the theory of large deviations from the point of view of the Ruelle-Lanford thermodynamic formalism. After a short history of the ``traffic between statistical mechanics and the theory of large deviations'', the authors come to the principle of the largest term.
Lewis, J. T., Pfister, C.-E.
openaire   +2 more sources

Potential Early Risk Biomarkers for Reduced Forced Expiratory Volume in Children Post‐Hematopoietic Cell Transplantation

Pediatric Blood &Cancer, EarlyView.
ABSTRACT We sought to identify potential early risk biomarkers for lung disease in children post‐allogeneic HCT. Patients with pulmonary function tests 3 months post‐transplant and plasma samples between days 7 and 14 post‐HCT were included. Six of 27 subjects enrolled had reduced forced expiratory volume 1 (FEV1) z scores.
Isabella S. Small, Pi Chun Cheng, April L. Rahrig, Courtney M. Rowan   +3 more
wiley   +1 more source

The large deviation approach to statistical mechanics

, 2009
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often ...
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