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Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles
Statistics turbulent coherent structures mechanical model the model of two-dimensional fluid motion
2014/12/29
We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves....
Light tails: Gibbs conditional principle under extreme deviation
Light tails Gibbs conditional principle extreme deviation
2013/6/14
Let $X_{1},..,X_{n}$ denote an i.i.d. sample with light tail distribution and $S_{1}^{n}$ denote the sum of its terms; let $a_{n}$ be a real sequence\ going to infinity with $n.$\ In a previous paper ...
Diagram of measurement series elements deviation from local linear approximations
Diagram measurement series elements deviation local linear approximations
2010/3/18
For the detection and visualization of trends, periodicities, local peculiarities in
measurement series, the methods of fractal and wavelet-analysis are of considerable current use.One of such method...
Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
Well-posedness large deviation SDEs Sobolev coefficients
2010/3/11
In this article we prove the existence and uniqueness for degenerate stochastic differential
equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized
sense. In pa...
Large deviation approximations for maximum likelihood estimators
Large deviation approximations maximum likelihood estimators
2009/9/24
Large deviation approximations for maximum likelihood estimators。
Large deviation principle for set-valued union processes
large deviations random closed sets Markov process convex hull
2009/9/22
The purpose of the paper is to establish a large deviation
principle for a certain class of increasing set-valued processes
obeying Markovian dynamics. The obtained result is then applied to
invest...
The rate of convergence in the precise large deviation theorem
Limit theorems large deviations subexponential distributions
2009/9/21
Let XI, X,, . .. be i.i.d. random variables with a commondf.
P.LetS,=X,+ ...+ X,,n>1,andMm=max,s,Xk,n21.
In this paper for a large class of subexponential distributions we estimate
the rate of conv...
Large deviation theorems for weighted compound Poisson sums
Large deviation expansions compound process weighted sums saddlepoint method
2009/9/21
In this paper we present two large deviation results for
weighted compound sums L:, aiXi, where Xis are i.i.d. (possibly
lattice) random variables, a;s are non-negative real numbers, and N is
a Poi...
LOCAL LARGE DEVIATION THEOREM FOR SUMS OF LLD. RANDOM VECTORS WHEN THE CRAMER CONDITION HOLDS IN THE WHOLE SPACE
Abel theorem conjugate density Laplace method slow variation
2009/9/21
A class of multidimensiond distributions is considered.
This class contains all the elliptically contoured distributions having
sup-exponential weight function. Each representative of the class dete...
METRIC ENTROPY AND THE SMALL DEVIATION PROBLEM FOR STABLE PROCESSES
Small deviation lower tail probability Gaussian processes stable processes metric entropy
2009/9/18
The famous connection between metric entropy and
small deviation probabilities of Gaussian processes was discovered by
Kuelbs and Li in [6] and completed by Li and Linde in [9]. The
question whethe...
SMALL DEVIATION OF SUBORDINATED PROCESSES OVER COMPACT SETS
Subordinator fractional Brownian motion covering numbers Gamma process
2009/9/18
Let A =
A(t)
t0 be a subordinator. Given a compact set
K [0;1) we prove two-sided estimates for the covering numbers of the
random set {A(t) : t 2 K} which depend on the Lapl...
Large Deviation Results for Compound Markov Renewal Processes
Large Deviation Results Markov Renewal Processes
2009/9/17
Large Deviation Results for Compound Markov Renewal Processes。
Adjusted Weighted Standart Deviation R Chart for Skewed Distributions
Standart Deviation R Chart Standart Deviation R Chart
2009/9/17
Adjusted Weighted Standart Deviation R Chart for Skewed Distributions。
Deviation from mean in sequence comparison with a periodic sequence
Longest common subsequence variance bound Chvatal-Sankoff conjecture
2009/6/12
Deviation from mean in sequence comparison with a periodic sequence.
Large deviation principles for Markov processes via Phi-Sobolev inequalities
principle Markov process via Phi-Sobolev inequalities
2009/3/19
Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $frac{1}{T}{int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where...