Relevant bibliographies by topics / Theorems of large deviations

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Theorems of large deviations'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Theorems of large deviations"

1

Kifer, Yuri, and S. R. S. Varadhan. "Nonconventional large deviations theorems." Probability Theory and Related Fields 158, no. 1-2 (2013): 197–224. http://dx.doi.org/10.1007/s00440-013-0481-4.

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Goldie, C. M. "Limit Theorems for Large Deviations." Bulletin of the London Mathematical Society 25, no. 4 (1993): 409–10. http://dx.doi.org/10.1112/blms/25.4.409.

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Bingham, N. H. "Tauberian theorems and large deviations." Stochastics 80, no. 2-3 (2008): 143–49. http://dx.doi.org/10.1080/17442500701830365.

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Batkovich, D. V. "Local limit theorems for large deviations." Journal of Mathematical Sciences 188, no. 6 (2013): 641–54. http://dx.doi.org/10.1007/s10958-013-1154-7.

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Liptser, Robert sh, and Anatolii a. pukhalskii. "Limit theorems on large deviations for semimartingales." Stochastics and Stochastic Reports 38, no. 4 (1992): 201–49. http://dx.doi.org/10.1080/17442509208833757.

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Kleptsyn, Victor, Dmitry Ryzhov, and Stanislav Minkov. "Special ergodic theorems and dynamical large deviations." Nonlinearity 25, no. 11 (2012): 3189–96. http://dx.doi.org/10.1088/0951-7715/25/11/3189.

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Comman, Henri. "Stone-Weierstrass type theorems for large deviations." Electronic Communications in Probability 13 (2008): 225–40. http://dx.doi.org/10.1214/ecp.v13-1370.

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Chu, Ba, John Knight, and Stephen Satchell. "Large deviations theorems for optimal investment problems with large portfolios." European Journal of Operational Research 211, no. 3 (2011): 533–55. http://dx.doi.org/10.1016/j.ejor.2010.12.007.

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Cattiaux, Patrick, and Fabrice Gamboa. "Large Deviations and Variational Theorems for Marginal Problems." Bernoulli 5, no. 1 (1999): 81. http://dx.doi.org/10.2307/3318614.

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Rudzkis, Rimantas, and Aleksej Bakshaev. "General theorems on large deviations for random vectors." Lithuanian Mathematical Journal 57, no. 3 (2017): 367–90. http://dx.doi.org/10.1007/s10986-017-9367-y.

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Dissertations / Theses on the topic "Theorems of large deviations"

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Kasparavičiūtė, Aurelija. "Theorems of large deviations for the sums of a random number of independent random variables." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140121_101308-41106.

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The research object of this thesis is the sum of a random number of summands of independent identically distributed random variables with positive weights. Such sums appear as models, for example, in insurance, finance mathematics. Throughout the thesis, it is assumed that the random number of summands is independent of the summands, the summands satisfy S. N. Bernstein's condition, and the random number of summands together with weights satisfy some compatibility conditions. The aim of this dissertation is a normal approximation to a distribution of the sum of a random number of summands of i
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Bui, Thi Thuy. "Limit theorems for branching random walks and products of random matrices." Thesis, Lorient, 2020. https://tel.archives-ouvertes.fr/tel-03261556.

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L’objectif du sujet de ma thèse est d’établir des théorèmes limites pour des marches aléatoires avec branchement gouvernées par des produits de matrices aléatoires, en profitant des progrès récents sur les produits de matrices aléatoires et en y établissant de nouveaux résultats adaptés au besoin. La première partie concerne le modèle classique d'une marche aléatoire avec branchement sur la droite réelle. Nous établissons une borne Berry-Esseen et une asymptotique précise de déviation modérée de type Cramér pour la mesure de comptage qui compte le nombre de particules de n-ième génération situ
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Chiu, Anthony. "Iterated function systems that contract on average." Thesis, University of Manchester, 2015. https://www.research.manchester.ac.uk/portal/en/theses/iterated-function-systems-that-contract-on-average(38f391bf-142f-4fcd-9144-fbe5ca8ec7ba).html.

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Consider an iterated function system (IFS) that does not necessarily contract uniformly, but instead contracts on average after a finite number of iterations. Under some technical assumptions, previous work by Barnsley, Demko, Elton and Geronimo has shown that such an IFS has a unique invariant probability measure, whilst many (such as Peigné, Hennion and Hervé, Guivarc'h and le Page, Santos and Walkden) have shown that (for different function spaces) the transfer operator associated with the IFS is quasi-compact. A result due to Keller and Liverani allows one to deduce whether the transfer op
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Hurth, Tobias. "Limit theorems for a one-dimensional system with random switchings." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/37201.

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We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central limit theorem and large deviations principle.
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Kasparavičiūtė, Aurelija. "Atsitiktinio skaičiaus nepriklausomų dėmenų didžiųjų nuokrypių teoremos." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140121_101318-21631.

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Disertacinio darbo tyrimo objektas yra atsitiktinio dėmenų skaičiaus nepriklausomų vienodai pasiskirsčiusių atsitiktinių dydžių su teigiamais svoriniais koeficientais sumos, kurios kaip modelis sutinkamos, pavyzdžiui, finansų, draudos matematikose. Daromos prielaidos, kad atsitiktinis dėmenų skaičius yra nepriklausomas nuo sumos dėmenų, atsitiktiniai dėmenys tenkina apibendrintą S. N. Bernšteino sąlygą, o atsitiktinis dėmenų skaičius kartu su svoriais tenkina tam tikras suderinamumo sąlygas. Disertacijos tikslas yra standartizuotos (centruotos ir normuotos) minėtos atsitiktinės sumos skirstini
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Müller, Gustavo Henrique. "Uma introdução aos grandes desvios." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2016. http://hdl.handle.net/10183/150245.

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Nesta dissertação de mestrado, vamos apresentar uma prova para os grandes desvios para variáveis aleatórias independentes e identicamente distribuídas com todos os momentos finitos e para a medida empírica de cadeias de Markov com espaço de estados finito e tempo discreto. Além disso, abordaremos os teoremas de Sanov e Gärtner-Ellis.<br>In this master thesis it is presented a proof of the large deviations for independent and identically distributed random variables with all finite moments and for the empirical measure of Markov chains with finite state space and with discrete time. Moreover, w
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Yeo, Ténan. "Modèles stochastiques d'épidémies en espace discret et continu : loi des grands nombres et fluctuations." Thesis, Aix-Marseille, 2019. http://www.theses.fr/2019AIXM0617.

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Le but de cette thèse est d'étudier les modèles stochastiques d'épidémies en tenant compte de la structure spatiale de l'environnement. Dans un premier temps, nous considérons un modèle déterministe et stochastique SIR sur une grille de [0,1]^d, d=1,2 ou 3. D'une part, on prouve qu'en fixant le pas de la grille et en faisant tendre la taille de la population en chaque point de la grille vers l'infini, le modèle stochastique converge vers le modèle déterministe sur la grille. Ce système déterministe d'équations différentielles ordinaires converge vers un système d'équations aux dérivées partiel
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Feng, Shui 1962 Carleton University Dissertation Mathematics. "Large deviations of particle systems." Ottawa.:, 1992.

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Wischik, Damon Jude. "Large deviations and internet congestion." Thesis, University of Cambridge, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621603.

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Zhu, Yurong. "Large Deviations on Longest Runs." Thesis, Linköpings universitet, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-128822.

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The study on the longest stretch of consecutive successes in \random" trials dates back to 1916 when the German philosopher Karl Marbe wrote a paper concerning the longest stretch of consecutive births of children of the same sex as appearing in the birth register of a Bavarian town. The result was actually used by parents to \predict" the sex of their children. The longest stretch of same-sex births during that time in 200 thousand birth registrations was actually 17 t log2(200 103): During the past century, the research of longest stretch of consecutive successes (longest runs) has found app
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Books on the topic "Theorems of large deviations"

1

Saulis, L. Limit theorems for large deviations. Kluwer Academic Publishers, 1991.

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Saulis, L., and V. A. Statulevičius. Limit Theorems for Large Deviations. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3530-6.

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Vinogradov, Vladimir. Refined large deviation limit theorems. Longman Scientific & Technical, 1994.

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Vinogradov, V. Refined large deviation limit theorems. Longman Scientific & Technical, 1994.

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Wentzell, Alexander D. Limit theorems on large deviations for Markov stochastic processes. Kluwer Academic Publishers, 1990.

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Wentzell, A. D. Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990.

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Wentzell, A. D. Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8.

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Zaihraiev, Oleksandr. Large-deviation theorems for sums of independent and identically distributed random vectors. Wydawn. Uniwersytetu Mikolaja Kopernika, 2005.

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Hyperbolic dynamics, fluctuations, and large deviations. American Mathematical Society, 2015.

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Chen, Xia. Limit theorems for functionals of ergodic Markov chains with general state space. American Mathematical Society, 1999.

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Book chapters on the topic "Theorems of large deviations"

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Saulis, L., and V. Statulevičius. "Limit Theorems on Large Deviations." In Limit Theorems of Probability Theory. Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-662-04172-7_5.

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Wentzell, A. D. "Precise Asymptotics for Large Deviations." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_6.

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Feller, William. "Limit Theorems for Probabilities of Large Deviations*." In Selected Papers II. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-16856-2_44.

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Freidlin, Mark I. "Semi-linear pde's and limit theorems for large deviations." In Lecture Notes in Mathematics. Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/bfb0084699.

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Wentzell, A. D. "Asymptotics of the Probability of Large Deviations Due to Large Jumps of a Markov Process." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_7.

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Wentzell, A. D. "Special Cases." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_5.

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Wentzell, A. D. "Introduction." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_1.

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Wentzell, A. D. "General Notions, Notation, Auxiliary Results." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_2.

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Wentzell, A. D. "Estimates Associated with the Action Functional for Markov Processes." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_3.

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Wentzell, A. D. "The Action Functional for Families of Markov Processes." In Limit Theorems on Large Deviations for Markov Stochastic Processes. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1852-8_4.

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Conference papers on the topic "Theorems of large deviations"

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Varadhan, S. R. S. "Large Deviations." In Proceedings of the International Congress of Mathematicians 2010 (ICM 2010). Published by Hindustan Book Agency (HBA), India. WSPC Distribute for All Markets Except in India, 2011. http://dx.doi.org/10.1142/9789814324359_0027.

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Leimeister, Mareike, and Bastian Dose. "Validation and Development of Improved Methods for the Calculation of Wave Loads on XXL Monopiles." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77232.

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With the offshore wind industry aiming to deploy deeper water sites (&gt; 30 m) while still utilizing monopiles, support structures with larger diameters are required. For the design and assessment of so-called XXL monopiles, wave-induced forces, which become more dominant with increasing diameter, have to be determined accurately. Thus, this study focuses on the identification of differences between state-of-the-art theories for wave load calculations with engineering models and the forces exerted on large monopiles from high-precision numerical reference methods. Within the framework of the
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James, M. R., and J. S. Baras. "Nonlinear filtering and large deviations." In 26th IEEE Conference on Decision and Control. IEEE, 1987. http://dx.doi.org/10.1109/cdc.1987.272708.

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de Smit, Bram, Anthony J. Medland, Johan J. Broek, Imre Horváth, and Alex F. Lennings. "Comparative Analysis and Experimental Verification of the Computed Shape of a Flexible Blade Tool for FF-TLOM." In ASME 2000 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/detc2000/dfm-14040.

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Abstract A novel technology introduced by the authors as free form thick layered object manufacturing (FF-TLOM), aims specifically at the field of large sized free form objects. The system under development will be able to produce large editable free form prototypes that can be used in the conceptual phase of the design. The considered technology of cutting polystyrene slabs using a heated flexible cutting blade is developed and currently being optimized. Work has been done already on the control of the actual cutting process by elaborating experiments on a range of influential process paramet
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Bull, Richard K., and Ian Adsley. "Bayesian Statistics Applied to the Activities of Waste Drums." In ASME 2011 14th International Conference on Environmental Remediation and Radioactive Waste Management. ASMEDC, 2011. http://dx.doi.org/10.1115/icem2011-59081.

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Gamma spectrometry is widely used to determine the radioactive content of waste drums. However, the results of such surveys often result in large numbers of limit-of-detection (LOD) results. In a previous paper it was shown how simple statistical methods could be used to make estimates of the mean activity of a set of waste drums even when the individual measurements were dominated by limit-of-detection results. In that approach it was necessary to make assumptions about the statistical distribution (taken to be lognormal) of the activities and the geometric standard deviations of the distribu
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Xiong, Gang, Shu-ning Zhang, and Li Shu. "The Quadratic Time-Varying Hausdorff and Large Deviation Multifractal Spectrum of Stochastic Fractal Signal." In 2010 International Workshop on Chaos-Fractals Theories and Applications (IWCFTA). IEEE, 2010. http://dx.doi.org/10.1109/iwcfta.2010.66.

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Yongwook Choi and Wojciech Szpankowski. "Large deviations for constrained pattern matching." In 2008 IEEE International Symposium on Information Theory - ISIT. IEEE, 2008. http://dx.doi.org/10.1109/isit.2008.4595368.

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Averbuch, Ran, Neri Merhav, and Albert Guillen i Fabregas. "Large Deviations of Typical Random Codes." In 2019 IEEE International Symposium on Information Theory (ISIT). IEEE, 2019. http://dx.doi.org/10.1109/isit.2019.8849481.

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Liang, Song. "Precise estimations related to large deviations." In Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002). WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812702241_0017.

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Okamura, Kazuya. "From Born rule to large deviations." In QUANTUM THEORY: RECONSIDERATION OF FOUNDATIONS 6. AIP, 2012. http://dx.doi.org/10.1063/1.4773161.

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Reports on the topic "Theorems of large deviations"

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Chaganty, Narasinga R., and Jayaram Sethuraman. Multidimensional Strong Large Deviation Theorems. Defense Technical Information Center, 1992. http://dx.doi.org/10.21236/ada256939.

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Chaganty, Narasinga R. Large Deviation Limit Theorems, with Applications. Defense Technical Information Center, 1994. http://dx.doi.org/10.21236/ada290392.

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Chaganty, Narasinga R., and Jayaram Sethuraman. Strong Large Deviation and Local Limit Theorems. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada213610.

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Chaganty, Narasinga R., and Jayaram Sethuraman. Strong Large Deviation and Local Limit Theorems. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada173391.

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Chaganty, N. R., and J. Sethuraman. Central Limit Theorems in the Area of Large Deviations for Some Dependent Random Variables. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada153125.

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Chaganty, Narasinga R., and Sanjeev Sabnis. Large Deviation Local Limit Theorems for Ratio Statistics. Defense Technical Information Center, 1988. http://dx.doi.org/10.21236/ada201169.

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Chaganty, Narasinga R., and Jayaram Sethuraman. Large Deviation Local Limit Theorems for Random Vectors. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada171176.

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Chaganty, Narasinga R. Large and Moderate Deviation Limit Theorems for Arbitrary Sequences of Random Variables, with Applications. Defense Technical Information Center, 1991. http://dx.doi.org/10.21236/ada246701.

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Sowers, R. Stein's Lemma - A Large Deviations Approach. Defense Technical Information Center, 1989. http://dx.doi.org/10.21236/ada209090.

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Benhabib, Jess, and Chetan Dave. Learning, Large Deviations and Rare Events. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16816.

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