Obtaining the large deviation rate function
Estimating large deviation rate functions
... 8 Proofs 8.1 Section 4 Proposition 4.1. Characterization of possible limits of MGFs in X M 0 . Consider any f ∈ X M 0 that is the limit of a sequence of MGFs {f n } ⊂ X B , with corresponding distribution func- tions {F ...
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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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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 ...activation function are shown to satisfy the ...
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2 A Large Deviation Principle.
... a large number of such sources, by comparison with a simple approximation P [ Q L > Lb ] e Lb v =a based on the asymptotic decay rate ...linear large deviation ...
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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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Large deviation spectra based on wavelet leaders
... Introduction Multifractal analysis is concerned with the study of everywhere irregular signals whose pointwise regularity can change widely from one point to another. For such data, it does not make sense to determine ...
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Large deviation theory of percolation on multiplex networks
... the large deviation theory of percolation to multiplex ...the large deviation theory to theoretically predict the convex envelop of the rate function I(R) of the distribution ...
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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 ...The rate function ...
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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 ...
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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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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 ...
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Numerical computation of rare events via large deviation theory
... low rate of occurrence makes them hard to ob- serve both in experiments and in ...a large deviation principle (LDP) quanti- fies this concentration ...the large deviation optimization ...
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Sharp large deviation results for sums of independent random variables
... Our approach is based on the conjugate distribution technique due to Cram´ er, which becomes a standard for obtaining sharp large deviation expansions. We refine the technique inspired by Talagrand ...
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Large Deviation Results for Random Walks in a Sparse Random Environment
... candidate rate function by using basic probability inequalities (such as Chebyshev’s exponential inequality) and then verify large deviations upper and lower ...
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A Simple Formula for Obtaining Markedly Improved Mutation Rate Estimates
... mutation rate estimates can be improved and corresponding confidence intervals tightened by following a very easy modification of the standard fluctuation assay: cultures are grown to a larger-than-usual final ...
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Large deviation principle for the mean reflected stochastic differential equation with jumps
... is a standard Brownian motion independent of N. The integral of the function h with re- spect to the law of the solution to the SDE is asked to be nonnegative. The solution to (1) is the couple of continuous ...
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Large deviation and self-similarity analysis of graphs: DAX stock prices
... a function of the lag. The first is a large deviation analysis, and the second is based on the concept of a self-similar process introduced by Mandelbrot and van ...that large deviation ...
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Large-deviation analysis and applications Of learning tree-structured graphical models
... the rate of convergence, a precise quantitative property, is also of great practical ...the rate of convergence of the ML-estimator (Chow-Liu algorithm) for tree distributions as we increase the number of ...
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A Large-Deviation Analysis of the Maximum-Likelihood Learning of Markov Tree Structures
... C. Paper Outline This paper is organized as follows: In Sections II and III, we state the system model and the problem statement and provide the necessary preliminaries on undirected graphical models and the Chow-Liu ...
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A Unified Framework for the Study of the 2-microlocal and Large Deviation Multifractal Spectra
... The large deviation multifractal spectrum is a function of central impor- tance in multifractal ...a function over a given ...a function of independent interest: the 2-microlocal ...
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