Results 1 to 10 of about 1,443,825 (234)
Noncentral moderate deviations for fractional Skellam processes [PDF]
Modern Stochastics: Theory and Applications, 2023 The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to
Jeonghwa Lee, Claudio Macci
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Moderate deviations in cycle count
Random Structures and Algorithms, 2023 AbstractWe prove moderate deviations bounds for the lower tail of the number of odd cycles in a random graph. We show that the probability of decreasing triangle density by , is whenever . These complement results of Goldschmidt, Griffiths, and Scott, who showed that for , the probability is .
Joe Neeman, Charles Radin, Lorenzo Sadun
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Moderate deviations for recursive stochastic algorithms
Stochastic Systems, 2015 We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the ...
Paul Dupuis, Dane Johnson
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Results on Probabilities of Moderate Deviations
Annals of Probability, 1974 The convergence rate problem for probabilities of moderate deviations is completely solved by giving a necessary and sufficient condition for the existence of the absolute moment of order $c^2 + 2, c > 0$, in terms of probabilities of moderate deviations.
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Asymptotic results for families of random variables having power series distributions
Modern Stochastics: Theory and Applications, 2022 Suitable families of random variables having power series distributions are considered, and their asymptotic behavior in terms of large (and moderate) deviations is studied.
Claudio Macci +2 more
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On moderate deviations in Poisson approximation [PDF]
Journal of Applied Probability, 2020 AbstractIn this paper we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of a Poisson distribution than those of the normal distribution.
Qingwei Liu, Aihua Xia
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New Classes of the Moderate Deviation Functions [PDF]
Atlantis Studies in Uncertainty Modelling, 2021 At present, in the field of aggregation of various input values, attention is focused on the construction of aggregation functions using other functions that can affect the resulting aggregated value. This resulting value should characterize the properties of the individual input values as accurately as possible.
Jana Spirková +3 more
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Modern Stochastics: Theory and Applications, 2020 We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions.
Luisa Beghin +2 more
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Moderate Averaged Deviations for a Multi-Scale System with Jumps and Memory
Dynamics, 2023 This work studies a two-time-scale functional system given by two jump diffusions under the scale separation by a small parameter ε→0. The coefficients of the equations that govern the dynamics of the system depend on the segment process of the slow ...
André de Oliveira Gomes, Pedro Catuogno
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Moderate Deviations in Channel Coding [PDF]
IEEE Transactions on Information Theory, 2014 Submitted to IEEE Trans.
Yucel Altug, Aaron B. Wagner
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