Large deviation
Quenched large deviation principle for words in a letter sequence
... annealed large deviation principle (LDP) for the empirical process of words, the rate function is the specific relative entropy of the observed law of words ...
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The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
... some large deviation re- sults based on ρ-mixing, asymptotically almost negatively associated, negatively orthant ˜ dependent and L p -mixingales random ...
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Large Deviation Results for a Randomly Indexed Branching Process with Applications to Finance and Physics.
... author, large deviation aspects of a RIBP has never been formally ...various large deviation rates and other related issues concerning the ratio of successive numbers of generations for a ...
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Precise Large Deviation of Surplus Processes of Dominatedly Varying Claims in a Renewal Risk Model
... Abstract. In this paper, we consider a risk model in which the claim sizes are extended negatively associated random variables with dominatedly-varying tails, the arrival of the claims forms a renewal process. and the ...
5
Large deviation principle for the mean reflected stochastic differential equation with jumps
... We will use the weak convergence approach to study the large deviation principle for MR-SDE. Here, a representation formula of K plays an important role to overcome the difficulty coming from the fact that ...
15
Applications of Mogulskii, and Kurtz Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims
... on Large Deviation Techniques and ...a Large Deviations result for independent, identically distributed ...gave large deviations results for stochastic processes with independent and ...
9
Fluctuations of finite-time Lyapunov exponents in an intermediate-complexity atmospheric model: a multivariate and large-deviation perspective
... ondly, large-deviation rate functions are estimated from time series of finite-time Lyapunov exponents based on the prob- ability density functions and using the Legendre transform ...A ...
15
Large deviation and self-similarity analysis of graphs: DAX stock prices
... There are (at least) two methods to estimate the large deviation rate function C(ρ) in equation 1 from real data. The first estimates C(ρ) by first estimating the left-hand side of equation 1 from the ...
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A Precise Asymptotic Behaviour of the Large Deviation Probabilities for Weighted Sums
... the large deviation probabilities with respect to prop- erly normalized weighted sums have been studied and in support of this we obtained Chover’s form of law of iterated ...
7
Numerical computation of rare events via large deviation theory
... a large deviation principle (LDP) quanti- fies this concentration ...the large deviation optimization problem, compare their associated trade-offs, and present best practices, pitfalls, im- ...
24
Optimal long term investment in a jump diffusion setting : a large deviation approach
... In addition, the effect of the nonlinear correlations on the optimal portfolio can be examined in Table 7. In the asymmetric case, M 4 is the benchmark model, M 5 , that is obtained by an application of the third order ...
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Four Bar Linkage Synthesis and Design for Generation of Five Coupler Positions
... In this paper, synthesis of four bar mechanism is done for five coupler positions. The approach is very accurate in synthesizing 4-bar planar mechanisms for different positions of its coupler. It is found that the ...
7
Orientational alignment in cavity quantum electrodynamics
... of large numbers of emitters, and show that direct Monte Carlo integration, mean-field theory, and large deviation methods match exactly in this ...
8
Comment on the work of Zhang et al (2017, Journal of Inequalities and Applications)
... studied large deviations of the aggregate amount of claims in a size-dependent renewal risk ...precise large-deviation formula for the case with subexponential claims and with arbitrary dependence ...
5
Complete moment convergence for moving average process generated by \(\rho^{ }\) mixing random variables
... a large deviation principle, Ibragimov [] has established the central limit theorem, Račkauskas and Suquet [] have proved the functional central limit theorems for self-normalized partial sums of linear ...
13
Evaluation of the Surface of Nitinol after MR Polishing Process
... the deviation is gradually decreased and consistent between 200 nm and 500 nm in conventional polished work ...the deviation can be seen consistent from the beginning press and decreased with increasing the ...
10
Scaling of a random walk on a supercritical contact process
... of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in ...a large deviation principle under the annealed ...
25
A framework for the direct evaluation of large deviations in non Markovian processes
... of large deviation functionals of non-equilibrium Markov processes in [10] (with further continuous-time implementation in [11]) and has also been extensively applied within equilibrium statistical physics ...
24
Isoscalar and isovector kaon form factors from e+e− and τ data
... data reasonably well and shows that the CVC hypothesis for the K ¯ K system works with a few percent accuracy. To explain the specific energy dependence of the relative phase between the isoscalar and isovector form ...
7
Linking individual and aggregate price changes
... a large deviation induces them to alter their nominal ...on large absolute values for more extreme price deviations, outside the (S,s) band, and zero values for a range of intermediate price ...
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