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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....
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 ...
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...
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...
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...
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...
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...
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...
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...
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。
Adjusted Weighted Standart Deviation R Chart for Skewed Distributions。
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...

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