Fluctuations from the Average and Large Deviations
Fluctuations and large deviations of Reynolds stresses in zonal jet dynamics
... the average of the momentum flux, is key to understanding the statistical properties of turbulent ...rare fluctuations of the time averaged momentum flux are needed to fully characterize the slow flow ...
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The Effect of Memory on Large Deviations of Moving Average Processes and Infinitely Divisible Processes
... moving average processes. We prove a large, mod- erate and huge deviation principle for the partial sums process of an infinite moving average process with ...of large deviations and we ...
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Random sampling and large deviations
... C H APTER 1. INTRO DU CTIO N 4 half the time and with a frequency of 0.8 the rest of the time. In a more general situation, we can consider arbitrary stochastic processes and ask whether some large scale property ...
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Large Deviations Properties of Maximum Entropy Markov Chains from Spike Trains
... Conversely, from the uniqueness property of the maximum entropy distribution one can conclude that there is only one Boltzman-Gibbs distribution ˆ p 1 that belongs to M( c 1 , ...empirical average values c ...
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Singularities in large deviations of work in quantum quenches
... of large fluc- tuations in the work performed during a quench across a quantum critical ...work fluctuations not included in the clas- sification scheme put forward in ...
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Large Deviations for Nonlocal Stochastic Neural Fields
... see, e.g., [20, 29] or the recent review by Bressloff [14] and references therein. In this paper, we are going to study a stochastic neural field model. There are sev- eral motivations for our approach. In general, it is ...
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Large Fluctuations in Locational Marginal Prices
... techniques from large deviations theory to identify the most likely ways for extreme price spikes to happen, and to rank the nodes of the power grid in terms of their likelihood of experiencing a ...
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Large deviations for Wishart processes
... HAL Id: hal-00003112 https://hal.archives-ouvertes.fr/hal-00003112 Submitted on 21 Oct 2004 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether ...
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Large Deviations of Realized Volatility
... the large deviation principle for quadratic forms of Gaussian ...the large and moderate deviation results for the realized volatility ...our large deviation results should be considered as a ...
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Large deviations of realized volatility
... where Y 0 is a real-valued (initial) random variable, W is a standard Brownian motion, a is a predictable and bounded drift process, and σ is an adapted c`adl`ag volatility process which is locally bounded away ...
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Large deviations of reaction fluxes
... processes Changes of measure are central to the proof of the large deviations principle presented in this work. This appendix arose out of the need to clarify under exactly what technical conditions [KL99, ...
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A large-deviations approach to gelation
... masses from the Marcus–Lushnikov pro- cess converge in a weak sense to a solution of the Smoluchowski ...at large enough times M 1 (N ) (t) ≍ N , that is: a macroscopic particle or gel forms and the ...
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From large deviations to Wasserstein gradient flows in multiple dimensions
... Abstract We study the large deviation rate functional for the empirical distribution of indepen- dent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that ...
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From large deviations to Wasserstein gradient flows in multiple dimensions
... Abstract We study the large deviation rate functional for the empirical distribution of indepen- dent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that ...
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Power fluctuations from large offshore wind farms
... the wind farm power. Thus, negative ramp rate means decreasing wind power and requires positive ramping of other power plants. has been selected. Duration. curves are obtained by sort[r] ...
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Large Deviations and the Distribution of Price Changes
... definition imposes restrictions on the unconditional distributions of the price process. It pays little attention however to the heterogeneity of price variability across time, which has recently attracted much attention ...
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Conditional large deviations for a sequence of words
... patterns from A := { ξ i , i = 1 , ...patterns from the ‘almost covering’, we have by construction sufficiently many choices of ‘good cut-points’, and the probability that the jumps bridge exactly the given ...
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Large deviations for exchangeable observations with applications
... come from both its connection with that of ...forth. From the de Finetti theorem we know that an infinitely exchangeable sequence of random variables taking values in a Polish space can be represented as a ...
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Large Deviations and the Distribution of Price Changes
... definition imposes restrictions on the unconditional distributions of the price process. It pays little attention however to the heterogeneity of price variability across time, which has recently attracted much attention ...
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Large and moderate deviations of realized covolatility
... HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research ...
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