Large Deviation Principle
A Large Deviation Principle at play in Large-Scale Structure cosmology
... of Large Deviation Theory to the problem of structure growth on large- scale structure ...a Large Deviation Principle holds for the densities on the corresponding shells after ...
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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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Pluripotential theory and convex bodies: large deviation principle
... LARGE DEVIATION PRINCIPLE TURGAY BAYRAKTAR, THOMAS BLOOM, NORMAN LEVENBERG, AND CHINH ...a large deviation principle in this setting specifying the rate function in terms of P ...
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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 ...
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A Large Deviation Principle and an Expression of the Rate Function for a Discrete Stationary Gaussian Process
... a Large Deviation Principle for a stationary Gaussian process over ❘ b , indexed by ❩ d (for some positive integers d and b), with positive definite spectral density and provide an expression of the ...
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2 A Large Deviation Principle.
... suitably large b and L : P [ Q L > b ] e LI ( b=L ) e b e L : (12) This formula, and in particular, captures the economies of scale which are available through the statistical multiplexing of ...
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A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
... sets where we assume that the summands have a regularly varying distribution and finite expectation. The main focus is on random convex compact sets. The results confirm the heavy-tailed large deviation ...
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Moderate deviation principle for autoregressive processes
... level-3 large deviation principle for general stationary Gaussian processes under the continuity of the spectral ...the large and moderate deviation principles for the empirical ...
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Estimating large deviation rate functions
... a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability ...the large deviations rate function, from ...
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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, ...
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Large Deviation Results for Random Walks in a Sparse Random Environment
... 3.2 Quenched LDP for RWRE Recall that a function I : R → [0, ∞] is a rate function if it is not identically infinite and is lower semi-continuous, that is its level sets are closed. It is a good rate function if its ...
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Large deviation analysis of function sensitivity in random deep neural networks
... the large deviation theory coupled with the path integral analysis, we derive the sensitivity of finite size random DNN under parameter and input ...the large deviation principle, where ...
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Large deviation principles for first-order scalar conservation laws with stochastic forcing
... type large deviation principle (LDP) for the first-order stochastic scalar conservation law in L 1 ([0, T ]; L 1 (T N )), which provides the exponential decay of small probabilities associated with ...
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Joint large deviation result for empirical measures of the coloured random geometric graphs
... joint large deviation principle for the empirical pair meas- ure and empirical locality measure of the near intermediate CGRG ...these large deviation principles compared very well with ...
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Uniform large deviation principles for Banach space valued stochastic differential equations
... a large deviation principle and a Laplace principle together with variational representations for infinite dimensional Brownian motions, is significantly more tractable [8, 9, ...Laplace ...
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One-deviation principle in coalition formation
... The problem is that, as the players should know what the modeler does, the players should anticipate any further future deviations following the ini- tial deviation. Since the players are only concerned about the ...
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Large deviation spectra based on wavelet leaders
... A theoretical drawback when working with the wavelet leaders density is that it is not a robust quantity. Consequently, it may lead to quantities that are not intrinsic, and therefore not reliable for classification ...
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Large deviation theory of percolation on multiplex networks
... School of Mathematical Sciences, Queen Mary University of London, London, United Kingdom E-mail: [email protected] Abstract. Recently increasing attention has been addressed to the fluctuations observed in ...
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Convolutional Noise Analysis via Large Deviation Technique
... the large deviation theory, we obtain a closed-form approximated expression for the amount of deviation from the mean of those fluctuations consi- dered as rare events as a function of the system’s ...
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What is the organizing principle for large topics?
... Our two field experts pointed out, however, that grant size can indicate other phenomena. Deans and Research Provosts are rewarded if they are able to acquire and retain large P and U grants. Correspondingly, ...
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