Works matching DE "LARGE deviation theory"
Results: 131
Rare-Event Simulation for Many-Server Queues.
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- Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1142, doi. 10.1287/moor.2014.0654
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- Article
Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 2, p. 177, doi. 10.3934/puqr.2023008
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- Article
Large-Deviation Principle for Interacting Brownian Motions.
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- Communications on Pure & Applied Mathematics, 2017, v. 70, n. 2, p. 203, doi. 10.1002/cpa.21636
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- Article
Large Deviations from a Stationary Measure for a Class of Dissipative PDEs with Random Kicks.
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- Communications on Pure & Applied Mathematics, 2015, v. 68, n. 12, p. 2108, doi. 10.1002/cpa.21568
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- Article
Gresham's Law of Model Averaging.
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- American Economic Review, 2017, v. 107, n. 11, p. 3589, doi. 10.1257/aer.20160665
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- Article
An Interview with Bradley Efron.
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- International Statistical Review, 2020, v. 88, p. S2, doi. 10.1111/insr.12428
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- Article
Approximation and estimation of very small probabilities of multivariate extreme events.
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- Extremes, 2016, v. 19, n. 4, p. 687, doi. 10.1007/s10687-016-0252-6
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- Article
Nesting Statistics in the O(n) Loop Model on Random Planar Maps.
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- Communications in Mathematical Physics, 2023, v. 404, n. 3, p. 1125, doi. 10.1007/s00220-023-04866-8
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- Article
Additive, Almost Additive and Asymptotically Additive Potential Sequences Are Equivalent.
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- Communications in Mathematical Physics, 2020, v. 377, n. 3, p. 2579, doi. 10.1007/s00220-020-03780-7
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- Article
The Set of Smooth Quasi-periodic Schrödinger Cocycles with Positive Lyapunov Exponent is Not Open.
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- Communications in Mathematical Physics, 2018, v. 362, n. 3, p. 801, doi. 10.1007/s00220-018-3223-8
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- Article
On Entropy Production of Repeated Quantum Measurements I. General Theory.
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- Communications in Mathematical Physics, 2018, v. 357, n. 1, p. 77, doi. 10.1007/s00220-017-2947-1
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- Article
Large Deviation Principle for Benedicks-Carleson Quadratic Maps.
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- Communications in Mathematical Physics, 2012, v. 315, n. 3, p. 803, doi. 10.1007/s00220-012-1540-x
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- Publication type:
- Article
Decision Theory and large deviations for dynamical hypotheses tests: The Neyman-Pearson Lemma, Min-Max and Bayesian tests.
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- Journal of Dynamics & Games, 2022, v. 9, n. 2, p. 123, doi. 10.3934/jdg.2021031
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- Publication type:
- Article
Stochastic thermodynamics: an introduction: by Luca Peliti and Simone Pigolotti, Princeton, NJ, USA, Princeton University Press, 2021, 272 pp., £65 (hardback), ISBN: 9780691201771. Scope: textbook. Level: postgraduate, early career researcher, researcher, specialist
- Published in:
- 2023
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- Publication type:
- Book Review
A large deviations principle for infinite-server queues in a random environment.
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- Queueing Systems, 2016, v. 82, n. 1/2, p. 199, doi. 10.1007/s11134-015-9470-x
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- Publication type:
- Article
Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes.
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- Queueing Systems, 2015, v. 81, n. 4, p. 301, doi. 10.1007/s11134-015-9451-0
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- Publication type:
- Article
Analysis of an interacting particle method for rare event estimation.
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- Queueing Systems, 2013, v. 73, n. 4, p. 345, doi. 10.1007/s11134-013-9344-z
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- Article
The random matrix theory of the classical compact groups.
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- 2022
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- Book Review
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL.
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- International Journal of Theoretical & Applied Finance, 2023, v. 26, n. 2/3, p. 1, doi. 10.1142/S021902492350005X
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- Article
Moderate deviations for marked Hawkes processes.
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- Acta Mathematica Sinica, 2017, v. 33, n. 10, p. 1297, doi. 10.1007/s10114-017-6433-7
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- Article
Limit theorems for inverse process T of Hawkes process.
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- Acta Mathematica Sinica, 2017, v. 33, n. 1, p. 51, doi. 10.1007/s10114-016-5470-y
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- Publication type:
- Article
Analysis of exit probability for a trajectory tracking robot in case of a rare event.
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- Robotica, 2022, v. 40, n. 4, p. 907, doi. 10.1017/S0263574721000916
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- Publication type:
- Article
On large deviation rates for sums associated with Galton‒Watson processes.
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- Advances in Applied Probability, 2016, v. 48, n. 3, p. 672, doi. 10.1017/apr.2016.22
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- Publication type:
- Article
ANÁLISIS DE LAS CONDICIONES DE RIESGOS LABORALES. PROPUESTA PARA IDENTIFICAR LOS FACTORES QUE LA AFECTAN, BASADA EN EL MODELO DE LAS DESVIACIONES.
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- 2010
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- Publication type:
- Case Study
Fluctuations in the heterogeneous multiscale methods for fast-slow systems.
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- Research in the Mathematical Sciences, 2017, v. 4, n. 1, p. 1, doi. 10.1186/s40687-017-0112-2
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- Publication type:
- Article
Methods of Constructing Time Series for Predicting Local Time Scales by Means of a GMDH-Type Neural Network.
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- Applied Sciences (2076-3417), 2021, v. 11, n. 12, p. 5615, doi. 10.3390/app11125615
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- Publication type:
- Article
Metastability in queues.
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- Queueing Systems, 2022, v. 100, n. 3/4, p. 413, doi. 10.1007/s11134-022-09795-2
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- Publication type:
- Article
Large deviations in relay-augmented wireless networks.
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- Queueing Systems, 2018, v. 88, n. 3/4, p. 349, doi. 10.1007/s11134-017-9555-9
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- Publication type:
- Article
An Elementary Derivation of the Large Deviation Rate Function for Finite State Markov Chains.
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- Asian Journal of Control, 2014, v. 16, n. 1, p. 1, doi. 10.1002/asjc.806
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- Publication type:
- Article
Large Deviations for Average of an Independent and Identically Distributed Family of Stochastic Processes.
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- International Journal of Intelligent Technologies & Applied Statistics, 2019, v. 12, n. 4, p. 375, doi. 10.6148/IJITAS.201912_12(4).0003
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- Publication type:
- Article
Metastable transitions in inertial Langevin systems: What can be different from the overdamped case?
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- European Journal of Applied Mathematics, 2019, v. 30, n. 5, p. 830, doi. 10.1017/S0956792518000414
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- Article
The quantum relative entropy as a rate function and information criteria.
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- Quantum Information Processing, 2013, v. 12, n. 7, p. 2551, doi. 10.1007/s11128-013-0540-x
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- Publication type:
- Article
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process.
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- Journal of Inequalities & Applications, 2017, v. 2017, n. 1, p. 1, doi. 10.1186/s13660-017-1364-5
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- Article
Addressing the Cost Optimization Issue for IOTA Based on Lyapunov Optimization Theory †.
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- Mathematics (2227-7390), 2024, v. 12, n. 21, p. 3391, doi. 10.3390/math12213391
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- Article
Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4235, doi. 10.3390/math11204235
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- Article
Boolean Valued Representation of Random Sets and Markov Kernels with Application to Large Deviations.
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- Mathematics (2227-7390), 2020, v. 8, n. 10, p. 1848, doi. 10.3390/math8101848
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- Article
Large Deviation Results and Applications to the Generalized Cramér Model †.
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- Mathematics (2227-7390), 2018, v. 6, n. 4, p. 49, doi. 10.3390/math6040049
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- Article
Laplace's first law of errors applied to diffusive motion.
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- European Physical Journal B: Condensed Matter, 2024, v. 97, n. 6, p. 1, doi. 10.1140/epjb/s10051-024-00704-5
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- Article
A large deviation theory perspective on nanoscale transport phenomena.
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- European Physical Journal B: Condensed Matter, 2021, v. 94, n. 7, p. 1, doi. 10.1140/epjb/s10051-021-00164-1
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- Publication type:
- Article
Recent advances in the theory of disordered systems.
- Published in:
- 2020
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- Publication type:
- Editorial
Ergodicity and large deviations in physical systems with stochastic dynamics.
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- European Physical Journal B: Condensed Matter, 2020, v. 93, n. 4, p. 1, doi. 10.1140/epjb/e2020-100605-3
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- Publication type:
- Article
Revisiting classical and quantum disordered systems from the unifying perspective of large deviations.
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- European Physical Journal B: Condensed Matter, 2019, v. 92, n. 7, p. N.PAG, doi. 10.1140/epjb/e2019-100151-9
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- Publication type:
- Article
Exact Intermittent Solutions in a Turbulence Multi-Branch Shell Model.
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- Atmosphere, 2023, v. 14, n. 8, p. 1316, doi. 10.3390/atmos14081316
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- Publication type:
- Article
RARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATION.
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- ANZIAM Journal, 2017, v. 58, n. 3/4, p. 417, doi. 10.1017/S1446181116000353
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- Publication type:
- Article
Large Deviations for Rough Path Lifts of Watanabe's Pullbacks of Delta Functions.
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- IMRN: International Mathematics Research Notices, 2016, v. 2016, n. 20, p. 6378, doi. 10.1093/imrn/rnv349
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- Publication type:
- Article
Is the Boltzmann Equation Reversible? A Large Deviation Perspective on the Irreversibility Paradox.
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- Journal of Statistical Physics, 2020, v. 181, n. 2, p. 515, doi. 10.1007/s10955-020-02588-y
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- Publication type:
- Article
Efficient Large Deviation Estimation Based on Importance Sampling.
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- Journal of Statistical Physics, 2020, v. 181, n. 2, p. 551, doi. 10.1007/s10955-020-02589-x
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- Publication type:
- Article
Computation of Extreme Values of Time Averaged Observables in Climate Models with Large Deviation Techniques.
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- Journal of Statistical Physics, 2020, v. 179, n. 5/6, p. 1637, doi. 10.1007/s10955-019-02429-7
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- Publication type:
- Article
Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity.
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- Journal of Statistical Physics, 2019, v. 174, n. 2, p. 404, doi. 10.1007/s10955-018-2186-7
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- Publication type:
- Article
Adaptive Sampling of Large Deviations.
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- Journal of Statistical Physics, 2018, v. 172, n. 6, p. 1525, doi. 10.1007/s10955-018-2108-8
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- Publication type:
- Article