Large Deviations for Non-Crossing Partitions
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 ...
146
A framework for the direct evaluation of large deviations in non Markovian processes
... general, non-exponential waiting times arise when the system configuration at the present time does not uniquely determine the probabilities at future ...a non-exponential waiting time, we assume that the ...
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Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process
... Received 29 November 2011; received in revised form 29 May 2012; accepted 6 June 2012 Available online 13 June 2012 Abstract For the Ornstein–Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator ...
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Large Deviations for Non-Markovian Diffusions and a Path-Dependent Eikonal Equation
... Abstract This paper provides a large deviation principle for Non-Markovian, Brow- nian motion driven stochastic differential equations with random coefficients. Similar to Gao & Liu [19], this extends ...
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Random sampling and large deviations
... the non-asymptotic properties, while in general, the process formed of the successive samples depends in a finely detailed fashion on the interaction between the observation and underlying ...some ...
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Large deviations of reaction fluxes
... the non-static regime - at least for reversible systems and close to ...dynamical large deviations, see [ADPZ11, MPR14], and in particular [MPPR15] for an application to chemical ...of ...
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Dynamical Gibbs-non-Gibbs transitions : a study via coupling and large deviations
... In this paper, we apply the trajectory-large-deviation approach in several examples, both for diffusion processes and for birth and death processes. This leads to new and explicitly computable ...
106
Conditional large deviations for a sequence of words
... Ψ ∈ P shift ( E N ) : | Ψ | [1···m Q M ] (ξ i ) − Ψ Q | [1···m Q M] (ξ i ) | < ε 3 /( 2L ), i = 1 , . . . , L o . Step 3. It remains to prove (74); the idea is as follows: x ∈ D [m Q N] ,ε 3 implies that we can cover x ...
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Large and moderate deviations of realized covolatility
... have non-jump, this question has been well investigated see [4] for relevant ...the large and moderate deviations for the realized ...the large deviation result for the threshold estimator for ...
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Guesswork, large deviations and Shannon entropy
... be non-uniform [21], this result can be used either by an adversary to determine how hard a secret will be to hack or by a system designer to ensure password lengths are long enough to provide a probabilistically ...
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Large deviations of jump process fluxes
... the non-static regime - at least for reversible systems and close to ...dynamical large deviations, see [ADPZ11, MPR14], and in particular [MPPR15] for an application to chemical ...of ...
21
4 Functional Large Deviations Principles
... a large deviation principle (LDP) with nonlinear scaling if and only if its inverse process ...in non-exponential asymptotics for queue-length tail ...
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Large Deviations in randomly coloured random graphs
... [email protected] https://eprints.whiterose.ac.uk/ Reuse Unless indicated otherwise, fulltext items are protected by copyright with all rights reserved. The copyright exception in section 29 of the Copyright, ...
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Nonequilibrium Markov Processes Conditioned on Large Deviations
... Statistical ensembles for nonequilibrium systems: The problem of defining or extending equilibrium statistical ensembles, such as the microcanonical and canonical ensembles, to nonequilib- rium systems has a long history ...
47
Large deviations in randomly coloured random graphs
... study large deviations in the number of ...different non-degenerate large deviation regimes, one arising from large deviations in the colourings followed by typical edge ...
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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 ...a non-analytical point, corre- sponding to a non-equilibrium phase transition, a situ- ation encountered in ...
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(1)Large Deviations for Qui ksort C.J.H
... Our rst result here is the key property for median-of-(2t + 1) qui
ksort and orresponds to lemma 2 for basi qui
ksort. That result was non- asymptoti and proved from rst prin
iples: here we are not so lu
ky and ...
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Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets
... prove large deviation results for Minkowski sums of iid random compact sets where we assume that the summands have a regularly varying ...heavy-tailed large deviation heuristics: “large” values of ...
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Large deviations and metastability in condensing stochastic particle systems
... of large deviation and entropy ...the large deviations of the maximum site ...detailed non-rigorous analysis of the dynamics of the condensate, based on the saddle point structure of the ...
189
Generating functions for purely crossing partitions
... More generally, in Section 2 we study generating functions based on certain weighted sums over partitions. An intermediate stage is to consider connected parti- tions, which have been enumerated by F. Lehner [5], ...
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