Results 41 to 50 of about 319,252 (292)

Scaling Exponent and Moderate Deviations Asymptotics of Polar Codes for the AWGN Channel

open access: yesEntropy, 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
doaj   +1 more source

Some results on convergence rates for probabilities of moderate deviations for sums of random variables

open access: yesInternational 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
doaj   +1 more source

Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process

open access: yesJournal 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
doaj   +1 more source

Moderate deviations for finite population student's statistic [PDF]

open access: yes, 2008
In this paper, moderate deviations for finite population are given under weaker conditions.
Hu, Zhishui
core   +1 more source

Strong Moderate Deviation Theorems

open access: yesThe Annals of Probability, 1992
Let \(T_ n\) be a sequence of random variables such that there are r.v. \(W_ n\) satisfying the following conditions \[ P(\sqrt n| T_ n-W_ n|>c_ 1\lg n+x)\leq c_ 2 e^{-c_ 3x} \] for all large enough \(n\) and all \(0x_ n)/P(W_ n>x_ n))=1\), if \(x_ n\to\infty\) and \(x_ n=o(n^{-1/6})\).
Inglot, Tadeusz   +2 more
openaire   +4 more sources

Trajectories of exchangeable sequences: Large and moderate deviations results [PDF]

open access: yes, 1998
Summarization: In this paper we prove large and moderate deviations for the distribution of the trajectories of a sequence of r.v.'s w.r.t. a measure which is the mixture of certain sequences of p.m.'s.
Δαρας Τρυφωνας(http://users.isc.tuc.gr/~tdaras)   +1 more
core   +1 more source

Moderate and Large Deviations for the Smoothed Estimate of Sample Quantiles

open access: yesJournal of Probability and Statistics, 2015
We derive the moderate and large deviations principle for the smoothed sample quantile from a sequence of independent and identically distributed samples of size n.
Xiaoxia He, Xi Liu, Chun Yao
doaj   +1 more source

Impact of buildings on surface solar radiation over urban Beijing [PDF]

open access: yesAtmospheric Chemistry and Physics, 2016
The rugged surface of an urban area due to varying buildings can interact with solar beams and affect both the magnitude and spatiotemporal distribution of surface solar fluxes.
B. Zhao   +12 more
doaj   +1 more source

Moderate deviations for fully coupled multiscale weakly interacting particle systems [PDF]

open access: yes, 2023
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit as the number ...
Bezemek, Zachary   +1 more
core   +1 more source

Moderate Deviations for Stochastic Fractional Heat Equation Driven by Fractional Noise

open access: yesComplexity, 2018
We consider a class of stochastic fractional heat equations driven by fractional noises. A central limit theorem is given, and a moderate deviation principle is established.
Xichao Sun, Ming Li, Wei Zhao
doaj   +1 more source

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