Results 21 to 30 of about 1,443,825 (234)
Moderate Deviations for the SSEP with a Slow Bond [PDF]
Journal of Statistical Physics, 2021 We consider the one dimensional symmetric simple exclusion process with a slow bond. In this model, particles cross each bond at rate $N^2$, except one particular bond, the slow bond, where the rate is $N$. Above, $N$ is the scaling parameter. This model has been considered in the context of hydrodynamic limits, fluctuations and large deviations.
Xue, Xiaofeng, Zhao, Linjie
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Moderate deviations for a stochastic Burgers equation
Modern Stochastics: Theory and Applications, 2019 A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.
Rachid Belfadli +2 more
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Assessing the Accuracy of National Population Projections
Finnish Yearbook of Population Research, 2022 Few producers of official population projections provide regular evaluations of past projection inaccuracies. This paper assesses deviations between the projected and registered total population for Norway (1996–2018), as well as deviations in the age ...
Michael Thomas +3 more
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Moderate deviations and central limit theorem for positive diffusions
Journal of Inequalities and Applications, 2016 In this paper, we establish a central limit theorem and a moderate deviation principle for the positive diffusions, including the CEV and CIR models. The proof is based on the exponential approximations theorem and Burkholder-Davis-Gundy’s inequality.
Yumeng Li, Shuguang Zhang
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Moderate deviations for I.I.D. random variables [PDF]
, 2003 We derive necessary and sufficient conditions for a sum of i.i.d. random variables $\sum_{i=1}^n X_i/b_n$ – where $\frac {b_n} n \downarrow 0$, but $\frac {b_n} {\sqrt n} \uparrow \infty$ – to satisfy a moderate deviations principle.
Peter Eichelsbacher +3 more
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Web renewal counting processes and their applications in insurance
Journal of Inequalities and Applications, 2018 This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained ...
Rong Li, Xiuchun Bi, Shuguang Zhang
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Scaling Exponent and Moderate Deviations Asymptotics of Polar Codes for the AWGN Channel
Entropy, 2017 This paper investigates polar codes for the additive white Gaussian noise (AWGN) channel. The scaling exponent μ of polar codes for a memoryless channel q Y | X with capacity I ( q Y | X ) characterizes the closest gap between
Silas L. Fong, Vincent Y. F. Tan
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International Journal of Mathematics and Mathematical Sciences, 1992 Let X, Xn, n≥1 be a sequence of iid real random variables, and Sn=∑k=1nXk, n≥1. Convergence rates of moderate deviations are derived, i.e., the rate of convergence to zero of certain tail probabilities of the partial sums are determined.
Deli Li, Xiangchen Wang, M. Bhaskara Rao
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Journal of Inequalities and Applications, 2016 In this paper, we consider a discrete-time risk model with the claim number following a Poisson ARCH process. In this model, the mean of the current claim number depends on the previous observations. We study the large deviations for the aggregate amount
Shihang Yu
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Non-central moderate deviations for compound fractional Poisson processes
, 2022 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
Beghin L., Macci C.
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