large deviations
Random sampling and large deviations
... We are interested in finding out how the random sampling transformation affects the large deviations properties of the underlying process, and, if possible, relating the rate functions of {Xt} and {T„} to ...
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Lower current large deviations for zero range processes on a ring
... current deviations for ZRPs which have a concave current-density ...the large deviations are dominated by condensed profiles rather than profiles arising from the Jensen–Varadhan ...current ...
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Large deviations and metastability in condensing stochastic particle systems
... In this thesis we considered several stochastic models that exhibit jamming and con- densation transitions. In particular we focused on models that are ergodic on finite systems and exhibit stationary measures that are ...
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Random matrices, large deviations and reflected Brownian motion
... a large deviations principle for the block struc- ture of uniformly random non-crossing ...of large numbers, stating that the proportion of blocks of size k tends to 2 −k as the size n of the set to ...
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Large Deviations Properties of Maximum Entropy Markov Chains from Spike Trains
... Figure 3. Algorithmic view of the method: Inputs are the maximum entropy Markov transition matrix and a feature. From the inputs the tilted transition matrix can be built. The rate function of the feature is obtained as ...
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Large deviations technique on stochastic reaction diffusion equations
... where they both satisfies the same boundary condition that (5.1) is consid- ered with and φ(0, x) = ζ(x), φ(T, x) ≡ 0, we did show this is true when (5.1) is considered with Neumann boundary conditions. So we assume this ...
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Sample path large deviations for queues with many inputs
... Lemma 13 shows that this function is continuous on µ for any µ < C. By the contraction principle, this immediately gives Corollary 7: an LDP for workload in queues with infinite buffers, which when simplified duplicates ...
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Small noise large deviations for infinite dimensional stochastic dynamical systems
... Large deviations theory concerns with the study of precise asymptotics governing the decay rate of probabilities of rare ...of large deviations is the Freidlin–Wentzell (FW) theory that deals ...
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Precise large deviations for the aggregate claims in a dependent compound renewal risk model
... precise large deviations for the aggregate claims and the ruin probability have been widely studied; see Klüppelberg and Stadtmüller [15], Tang [25], Wang [28], and Hao and Tang [13], among ...
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A framework for the direct evaluation of large deviations in non Markovian processes
... We have demonstrated that the “cloning” algorithm for the evaluation of large deviations can be applied consistently for both Markovian and non-Markovian dynamics. In fact, the cloning/pruning of ...
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Current large deviations for partially asymmetric particle systems on a ring
... Large deviations of dynamic observables in bulk-driven lattice gases have been a topic of major recent research ...the large deviation rate function for additive path functionals such as the current, ...
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Lyapunov Exponents and Large Deviations Analysis of Eigenfunctions in Anderson Models on Graphs
... Here we are forced to apply the classical assumption of the FMM: the H¨ older regularity of the random poten- tial. Note that our approach clarifies the true role of the H¨ older regularity in the moment analysis. What ...
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Sample path large deviations for Laplacian models in (1 + 1) dimensions
... derive large deviations principles on scale N 2 ...the large deviation proofs in the gradient case [FS04, BFO09] is not directly available in the Laplacian ...
37
Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus
... One can observe that a solution to the Navier-Stokes equations (3.1) on the interval (a, b) is also a very weak solution to (3.1) on the interval (a, b). We need a notion of a very weak solution because a basic object in ...
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Precise lim sup behavior of probabilities of large deviations for sums of i i d random variables
... Borovkov and Mogul’ski˘ı [4], Chen [5, 6], de Acosta [10], and Ledoux [18] obtained ver- sions of (1.10) in a Banach space setting under various conditions. There have been a great number of investigations on the ...
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Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
... Condition A is due to Condition B of Baltr¯unas et al. [], which plays an important role in proving the precise large deviations result for partial sums; see Yang []. By Lemma .(a) of Baltr¯unas et ...
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Singularities in large deviations of work in quantum quenches
... investigate large deviations of the work performed in a quantum quench across two different phases separated by a quantum critical point, using as an example the Dicke model quenched from its superradiant ...
8
Large Deviations for Nonlocal Stochastic Neural Fields
... or large deviation principle (LDP) calculation available for continuum neural field models although large deviations have been of recent inter- est in neuroscience applications [13, ...
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Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
... of large deviations with heavy tails is widely used in insurance and finance, in recent decades, there have been a series of articles devoted to related prob- ...of large deviation probabilities of ...
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Rogue waves and large deviations in deep sea
... trigger large disturbances of the surface ...from large deviations theory that reduce the cal- culation of the most likely rogue wave precursors to an optimization problem that can be solved ...
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