Relevant bibliographies by topics / Theorems of large deviations / Dissertations / Theses
To see the other types of publications on this topic, follow the link: Theorems of large deviations.

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

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

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Theorems of large deviations.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
2

Bui, Thi Thuy. "Limit theorems for branching random walks and products of random matrices." Thesis, Lorient, 2020. https://tel.archives-ouvertes.fr/tel-03261556.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
3

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
4

Hurth, Tobias. "Limit theorems for a one-dimensional system with random switchings." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/37201.

Full text
Abstract:
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.
APA, Harvard, Vancouver, ISO, and other styles
5

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
6

Müller, Gustavo Henrique. "Uma introdução aos grandes desvios." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2016. http://hdl.handle.net/10183/150245.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
7

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
8

Feng, Shui 1962 Carleton University Dissertation Mathematics. "Large deviations of particle systems." Ottawa.:, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

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

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
11

Mukherjee, Chiranjib. "Large Deviations for Brownian Intersection Measures." Doctoral thesis, Universitätsbibliothek Leipzig, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-74762.

Full text
Abstract:
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt denote the intersection measure of the p paths by time t, i.e., the random measure on ℝd that assigns to any measurable set A ⊂ ℝd the amount of intersection local time of the motions spent in A by time t. Earlier results of Chen derived the logarithmic asymptotics of the upper tails of the total mass ℓt(ℝd) as t →∞. In this paper, we derive a large-deviation principle for the normalised intersection measure t-pℓt on the set of positive measures on some open bounded set B ⊂ ℝd as t →∞ before exiting
APA, Harvard, Vancouver, ISO, and other styles
12

Git, Yoav. "Some aspects of large deviations theory." Thesis, University of Bath, 1998. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.246003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
13

Paga, Pierre Andre. "Applications of large deviations in disordered systems." Thesis, King's College London (University of London), 2017. https://kclpure.kcl.ac.uk/portal/en/theses/applications-of-large-deviations-in-disordered-systems(17394a18-1abc-4cd6-90b7-d3fd5a3a9cf5).html.

Full text
Abstract:
In this thesis we study the problem of computing probability distribution of rare events on disordered systems, i.e. systems made up of heterogeneous interacting agents, using tools from statistical physics. We explore several areas of statistical physics, from traditional subjects such as the random field Ising model to random walkers on graphs to more recent developments such as systemic risk in financial networks, using simple models to explore how interactions and network structure shape the occurrence of rare events, and how these rare events in turn shape our macroscopic perceptions. We
APA, Harvard, Vancouver, ISO, and other styles
14

González, Duhart Muñoz de Cote Horacio. "Large deviations for boundary driven exclusion processes." Thesis, University of Bath, 2015. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.675738.

Full text
Abstract:
We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production rate at the source and the initial density are below certain critical values, the stationary measure is a product measure, otherwise the stationary measure is spatially correlated. Following the approach of Derrida et al. (1993) it was shown by Grosskinsky (2004) that these correlations can be described by means of a matrix product representation. In this t
APA, Harvard, Vancouver, ISO, and other styles
15

Paschalidis, Ioannis Ch. "Large deviations in high speed communication networks." Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/11008.

Full text
Abstract:
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1996.<br>Includes bibliographical references (p. 215-221).<br>by Ioannis Ch. Paschalidis.<br>Ph.D.
APA, Harvard, Vancouver, ISO, and other styles
16

Tegeder, Roland W. "Large deviations, Hamiltonian techniques and applications in biology." Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308322.

Full text
APA, Harvard, Vancouver, ISO, and other styles
17

Xu, Lu. "Large deviations technique on stochastic reaction-diffusion equations." Thesis, University of Warwick, 2008. http://wrap.warwick.ac.uk/2736/.

Full text
Abstract:
There are two different problems studied in this thesis. The first one is a travelling wave problem. We will improve the result proved in [4] to derive the ergodic property of the travelling wave behind the wavefront. The second problem is a large deviation problem concerning solutions to certain kind stochastic partial differential equations. We will first briefly introduce some basics about SPDE in chapter 2. In chapter 3, we will prove a large deviation principle for super-Brownian motion when it is considered as a solution to an SPDE, using the LDP for super-Brownian motion when it is cons
APA, Harvard, Vancouver, ISO, and other styles
18

Ortmann, Janosch. "Random matrices, large deviations and reflected Brownian motion." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/50020/.

Full text
Abstract:
In this thesis we present results in large deviations theory, free probability and the theory of reflected Brownian motion. We study the large deviations behaviour of the block structure of a non-crossing partition chosen uniformly at random. This allows us to apply the free momentcumulant formula of Speicher to express the spectral radius of a non-commutative random variable in terms of its free cumulants. Next the distributions of three quadratic functionals of the free Brownian bridge are studied: the square norm, the signature and the Lévy area of the free Brownian bridge. We introduce tw
APA, Harvard, Vancouver, ISO, and other styles
19

Jones, Elinor Mair. "Large deviations of random walks and levy processes." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491853.

Full text
APA, Harvard, Vancouver, ISO, and other styles
20

Cavallaro, Massimo. "Towards large deviations in stochastic systems with memory." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/18420.

Full text
Abstract:
The theory of large deviations can help to shed light on systems in non-equilibrium statistical mechanics and, more generically, on non-reversible stochastic processes. For this purpose, we target trajectories in space time rather than static configurations and study time-extensive observables. This suggests that the details of the evolution law such as the presence of time correlations take on a major role. In this thesis, we investigate selected models with stochastic dynamics that incorporate memory by means of different mechanisms, devise a numerical approach for such models, and quantify
APA, Harvard, Vancouver, ISO, and other styles
21

Uwamariya, Denise. "Large deviations of condition numbers of random matrices." Licentiate thesis, Linköpings universitet, Tillämpad matematik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-175751.

Full text
Abstract:
Random matrix theory has found many applications in various fields such as physics, statistics, number theory and so on. One important approach of studying random matrices is based on their spectral properties. In this thesis, we investigate the limiting behaviors of condition numbers of suitable random matrices in terms of large deviations. The thesis is divided into two parts. Part I, provides to the readers an short introduction on the theory of large deviations, some spectral properties of random matrices, and a summary of the results we derived, and in Part II, two papers are appended. In
APA, Harvard, Vancouver, ISO, and other styles
22

Zhang, Xiao. "On large deviation approximations for occupancy problems /." View online version; access limited to Brown University users, 2005. http://wwwlib.umi.com/dissertations/fullcit/3174710.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Paditz, Ludwig. "Abschätzungen der Konvergenzgeschwindigkeit zur Normalverteilung unter Voraussetzung einseitiger Momente (Teil 1)." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-112930.

Full text
Abstract:
Der Beitrag unterteilt sich in zwei Teile: Teil 1 (vgl. Informationen/07; 1976,05) und Teil 2 (cp. Informationen/07; 1976,06). Teil 1 enthält eine Einleitung und Grenzwertsätze für unabhängige und identisch verteilte Zufallsgrößen und die Übertragung der betrachteten Grenzwertsätze auf den Fall der Existenz einseitiger Momente. Teil 2 enthält Grenzwertsätze für mittlere Abweichungen für Summen unabhängiger nichtidentisch verteilter Zufallsgrößen (Serienschema) und eine Diskussion der erhaltenen Ergebnisse und schließlich einige Literaturangaben. Sei F_n(x) die Verteilungsfunktion der Summe X_1
APA, Harvard, Vancouver, ISO, and other styles
24

Paditz, Ludwig. "Abschätzungen der Konvergenzgeschwindigkeit zur Normalverteilung unter Voraussetzung einseitiger Momente (Teil 2)." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-112947.

Full text
Abstract:
Der Beitrag unterteilt sich in zwei Teile: Teil 1 (vgl. Informationen/07; 1976,05) und Teil 2 (cp. Informationen/07; 1976,06). Teil 1 enthält eine Einleitung und Grenzwertsätze für unabhängige und identisch verteilte Zufallsgrößen und die Übertragung der betrachteten Grenzwertsätze auf den Fall der Existenz einseitiger Momente. Teil 2 enthält Grenzwertsätze für mittlere Abweichungen für Summen unabhängiger nichtidentisch verteilter Zufallsgrößen (Serienschema) und eine Diskussion der erhaltenen Ergebnisse und schließlich einige Literaturangaben. Sei F_n(x) die Verteilungsfunktion der Summe X_1
APA, Harvard, Vancouver, ISO, and other styles
25

Rabenoro, Dimbihery. "Distribution asymptotique de vecteurs aléatoires indépendants non identiquement distribués conditionnés par leur somme. Lois limites fonctionnelles pour les incréments d’un processus de Lévy." Thesis, Sorbonne université, 2018. http://www.theses.fr/2018SORUS572.

Full text
Abstract:
Dans la première partie de cette thèse, nous développons des théorèmes limites conditionnels pour des vecteurs aléatoires indépendants, non nécessairement identiquement distribués. Nous étendons ainsi des théorèmes classiques du type principe de Gibbs conditionnels, obtenu dans le cas i.i.d. Nous utilisons notamment des développements de type point-selle. Dans la seconde partie, nous obtenons des théorèmes d’Erdös-Renyi pour les incréments d’un processus de Lévy, dans une version fonctionnelle. L’outil clé est ici celui de grandes déviations fonctionnelles<br>In the first part of this work, we
APA, Harvard, Vancouver, ISO, and other styles
26

Chleboun, Paul I. "Large deviations and metastability in condensing stochastic particle systems." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/45031/.

Full text
Abstract:
Condensation, or jamming transitions, are observed throughout the natural and social sciences as prevalent emergent phenomena in complex systems, from shaken granular gases to traffic congestion. The understanding of the critical behaviour in these systems is currently a major research topic, in particular a mathematically rigorous treatment of the associated metastable dynamics. In this thesis we study these phenomena in the context of interacting particle systems. In particular we focus on two generic models for condensation, the zero-range process, and the recently introduced inclusion proc
APA, Harvard, Vancouver, ISO, and other styles
27

Cabana, Tanguy. "Large deviations for the dynamics of heterogeneous neural networks." Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066551/document.

Full text
Abstract:
Cette thèse porte sur l'obtention rigoureuse de limites de champ moyen pour la dynamique continue de grands réseaux de neurones hétérogènes. Nous considérons des neurones à taux de décharge, et sujets à un bruit Brownien additif. Le réseau est entièrement connecté, avec des poids de connections dont la variance décroît comme l'inverse du nombre de neurones conservant un effet non trivial dans la limite thermodynamique. Un second type d'hétérogénéité, interprété comme une position spatiale, est considéré au niveau de chaque cellule. Pour la pertinence biologique, nos modèles incluent ou bien de
APA, Harvard, Vancouver, ISO, and other styles
28

Daras, Tryfon Ioannis. "Some large and moderate deviations results for exchangeable sequences." Case Western Reserve University School of Graduate Studies / OhioLINK, 1995. http://rave.ohiolink.edu/etdc/view?acc_num=case1058272705.

Full text
APA, Harvard, Vancouver, ISO, and other styles
29

Maroulas, Vasileios Budhiraja Amarjit. "Small noise large deviations for infinite dimensional stochastic dynamical systems." Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2008. http://dc.lib.unc.edu/u?/etd,1779.

Full text
Abstract:
Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 2008.<br>Title from electronic title page (viewed Sep. 16, 2008). " ... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of Statistics and Operations Research Statistics." Discipline: Statistics and Operations Research; Department/School: Statistics and Operations Research.
APA, Harvard, Vancouver, ISO, and other styles
30

Nyquist, Pierre. "On large deviations and design of efficient importance sampling algorithms." Doctoral thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-144423.

Full text
Abstract:
This thesis consists of four papers, presented in Chapters 2-5, on the topics large deviations and stochastic simulation, particularly importance sampling. The four papers make theoretical contributions to the development of a new approach for analyzing efficiency of importance sampling algorithms by means of large deviation theory, and to the design of efficient algorithms using the subsolution approach developed by Dupuis and Wang (2007). In the first two papers of the thesis, the random output of an importance sampling algorithm is viewed as a sequence of weighted empirical measures and wei
APA, Harvard, Vancouver, ISO, and other styles
31

van, Horssen Merlijn. "Large deviations and dynamical phase transitions for quantum Markov processes." Thesis, University of Nottingham, 2014. http://eprints.nottingham.ac.uk/27741/.

Full text
Abstract:
Quantum Markov processes are widely used models of the dynamics open quantum systems, a fundamental topic in theoretical and mathematical physics with important applications in experimental realisations of quantum systems such as ultracold atomic gases and new quantum information technologies such as quantum metrology and quantum control. In this thesis we present a mathematical framework which effectively characterises dynamical phase transitions in quantum Markov processes, using the theory of large deviations, by combining insights developed in non-equilibrium dynamics with techniques from
APA, Harvard, Vancouver, ISO, and other styles
32

Peithmann, Dierk. "Large deviations and exit time asymptotics for diffusions and stochastic resonance." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2007. http://dx.doi.org/10.18452/15696.

Full text
Abstract:
Diese Arbeit behandelt die Asymptotik von Austritts- und Übergangszeiten für gewisse schwach zeitinhomogene Diffusionsprozesse. Darauf basierend wird ein probabilistischer Begriff der stochastischen Resonanz (SR) studiert. Techniken der großen Abweichungen spielen eine zentrale Rolle. Im ersten Teil der Arbeit (Kapitel 1-3) werden Resultate aus der Theorie der großen Abweichungen für zeithomogene Diffusionen rekapituliert. Es werden die klassischen Resultate von Freidlin und Wentzell und Erweiterungen dieser Theorie präsentiert, und es wird an das Kramers''sche Austrittszeitengesetz
APA, Harvard, Vancouver, ISO, and other styles
33

Dungca, Jason Tomas. "Large deviations and multifractal analysis for expanding countably-branched Markov maps." Thesis, University of Bristol, 2018. http://hdl.handle.net/1983/0aed71dd-5e99-4fd7-a105-d4b5aae4d95c.

Full text
Abstract:
We will use the theory of thermodynamic formalism for countable Markov shifts to pose and solve problems in multifractal analysis and large deviations. We start with an introduction outlining results in thermodynamic formalism, multifractal analysis, and large deviations in Chapter 1. We state necessary concepts and results from dynamical systems, ergodic theory, thermodynamic formalism, dimension theory, and large deviations in Chapter 2. In Chapter 3, we consider the multifractal analysis for Gibbs measures for expanding, countably branched Markov maps. We will find conditions for the multif
APA, Harvard, Vancouver, ISO, and other styles
34

Ortega, Delgado Moisés Alberto. "Reducing Inherent Deviations in Galvanometer Scanning Systems for Large Area Processing." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-217250.

Full text
Abstract:
Galvanometer laser machining is a well-established laser machining technique in which the laser beam is positioned on a working field by means of mirrors mounted in galvanometers. Nonetheless, new applications make necessary the development of innovative techniques for increasing the performance of such systems. Aside all the advantages of this technique like given resolution, repeatability and velocity, a limited working area is an important drawback. In this thesis work, the limitations of different state-of-the-art schemes for increasing the working field of galvanometer laser machining s
APA, Harvard, Vancouver, ISO, and other styles
35

Nyquist, Pierre. "Large deviations for weighted empirical measures and processes arising in importance sampling." Licentiate thesis, KTH, Matematisk statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-117810.

Full text
Abstract:
This thesis consists of two papers related to large deviation results associated with importance sampling algorithms. As the need for efficient computational methods increases, so does the need for theoretical analysis of simulation algorithms. This thesis is mainly concerned with algorithms using importance sampling. Both papers make theoretical contributions to the development of a new approach for analyzing efficiency of importance sampling algorithms by means of large deviation theory. In the first paper of the thesis, the efficiency of an importance sampling algorithm is studied using a l
APA, Harvard, Vancouver, ISO, and other styles
36

Doku-Amponsah, Kwabena. "Large deviations and basic information theory for hierarchical and networked data structures." Thesis, University of Bath, 2006. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.436880.

Full text
APA, Harvard, Vancouver, ISO, and other styles
37

Kuwada, Kazumasa. "On large deviations for current-valued processes induced from stochastic line integrals." 京都大学 (Kyoto University), 2004. http://hdl.handle.net/2433/147585.

Full text
APA, Harvard, Vancouver, ISO, and other styles
38

Touchette, Hugo. "Equivalence and nonequivalence of the microcanonical and canonical ensembles : a large deviations study." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=84851.

Full text
Abstract:
This thesis presents an in-depth study of statistical mechanical systems having microcanonical equilibrium properties, i.e., energy-dependent equilibrium properties, which cannot be put in correspondence with their canonical or temperature-dependent equilibrium properties. A general theory of these systems which focuses both on the thermodynamic and macrostate levels of description of systems is presented along the lines of a number of rigorous results derived recently by Ellis, Haven and Turkington (Journal of Statistical Physics, 2000). Several new results are also presented which rel
APA, Harvard, Vancouver, ISO, and other styles
39

Xu, Tiange. "Large deviations and invariant measures for stochastic partial differential equations in infinite dimensions." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.496642.

Full text
Abstract:
This thesis consists of two parts. We start with some background theory that will be used throughout the thesis. Then, in the first part, we investigate the invariant measures of stochastic evolution equations of pure jump type and obtain a characterization of invariant measures. As an application, it is shown that the equation has a unique invariant probability measure under some reasonable conditions.
APA, Harvard, Vancouver, ISO, and other styles
40

Laschos, Vaios. "Entropic gradient flows on the Wasserstein space via large deviations from thermodynamic limits." Thesis, University of Bath, 2013. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.589659.

Full text
Abstract:
In a seminal work, Jordan, Kinderlehrer and Otto proved that the Fokker-Planck equation can be described as a gradient flow of the free energy functional in the Wasserstein space, bringing this way the statistical mechanics point of view on the diffusion phenomenon to the foreground. The aim of this thesis is to show that it is possible to retrieve this natural coupling of functional and metric, by studying the large deviations of particle models. More specically, for the case where the ambient space is the real line, it is proved that the free energy functional can be retrieved as an asymptot
APA, Harvard, Vancouver, ISO, and other styles
41

De, Oliveira Gomes André. "Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19118.

Full text
Abstract:
Die vorliegende Dissertation beschäftigt sich mit der Anwendung der Theorie der großen Abweichungen auf verschiedene Fragestellungen der stochastischen Analysis und stochastischen Dynamik von Sprungprozessen. Die erste Fragestellung behandelt die erste Austrittszeit aus einem beschränkten Gebiet für eine bestimmte Klasse von Sprungdiffusionen mit exponentiell leichten Sprüngen. In Abhängigkeit von der Leichtheit des Sprungmaßes wird das asymptotische Verhalten der Verteilung und insbesondere der Erwartung der ersten Austrittszeit bestimmt wenn das Rauschen verschwindet. Dabei folgt die
APA, Harvard, Vancouver, ISO, and other styles
42

Cruise, Richard James Randon. "A scaling framework for the many sources limit of queueing systems through large deviations." Thesis, University of Cambridge, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608658.

Full text
APA, Harvard, Vancouver, ISO, and other styles
43

Salvi, Michele [Verfasser], and Wolfgang [Akademischer Betreuer] Koenig. "The Random Conductance Model: local times large deviations, law of large numbers and effective conductance / Michele Salvi. Betreuer: Wolfgang Koenig." Berlin : Universitätsbibliothek der Technischen Universität Berlin, 2013. http://d-nb.info/1034952757/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
44

Gin, Stephen. "Large deviations rate function for the distribution of finite-time shear rotation rates of â„‹." Thesis, University of Warwick, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.479211.

Full text
APA, Harvard, Vancouver, ISO, and other styles
45

Lazarescu, Alexandre. "Exact large deviations of the current in the asymmetric simple exclusion process with open boundaries." Paris 6, 2013. http://www.theses.fr/2013PA066295.

Full text
Abstract:
In this thesis, we consider one of the most popular models of non-equilibrium statistical physics: the Asymmetric Simple Exclusion Process, in which particles jump stochastically on a one-dimensional lattice, between two reservoirs at fixed densities, with the constraint that each site can hold at most one particle at a given time. This model has the mathematical property of being integrable, which makes it a good candidate for exact calculations. What interests us in particular is the current of particles that flows through the system (which is a sign of it being out of equilibrium), and how
APA, Harvard, Vancouver, ISO, and other styles
46

Kister, Alexander Karl. "Sample path large deviations for the Laplacian model with pinning interaction in (1+1)-dimension." Thesis, University of Warwick, 2015. http://wrap.warwick.ac.uk/79699/.

Full text
Abstract:
We consider the (1+1) dimensional Laplacian model with pinning interaction. This is a probabilistic model for a polymer or an interface that is attracted to the zero line. Without the pinning interaction, the Laplacian model is a Gaussian field (Φi)iEΛN, where ΛN = {1, 2, ..., N - 1}. The covariance matrix of this field is given by the inverse of Φ -> 1/2 ENi=0(ΔΦi)2, where Δ is the discrete Laplacian. Furthermore the values at {-1, 0, N, N+1} are fixed boundary values. The pinning interaction is introduced by giving the field a reward each time it touches the zero line. Depending on the rewar
APA, Harvard, Vancouver, ISO, and other styles
47

Itami, Masato. "Non-equilibrium Statistical Theory for Singular Fluid Stresses." 京都大学 (Kyoto University), 2016. http://hdl.handle.net/2433/215285.

Full text
APA, Harvard, Vancouver, ISO, and other styles
48

Paditz, Ludwig. "Über die Annäherung der Verteilungsfunktionen von Summen unabhängiger Zufallsgrößen gegen unbegrenzt teilbare Verteilungsfunktionen unter besonderer Beachtung der Verteilungsfunktion der standardisierten Normalverteilung." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-114206.

Full text
Abstract:
Mit der vorgelegten Arbeit werden neue Beiträge zur Grundlagenforschung auf dem Gebiet der Grenzwertsätze der Wahrscheinlichkeitstheorie vorgelegt. Grenzwertsätze für Summen unabhängiger Zufallsgrößen nehmen unter den verschiedenartigsten Forschungsrichtungen der Wahrscheinlichkeitstheorie einen bedeutenden Platz ein und sind in der heutigen Zeit nicht mehr allein von theoretischem Interesse. In der Arbeit werden Ergebnisse zu neuere Problemstellungen aus der Summationstheorie unabhängiger Zufallsgrößen vorgestellt, die erstmalig in den fünfziger bzw. sechzger Jahren des 20. Jahrhunderts in de
APA, Harvard, Vancouver, ISO, and other styles
49

Mukherjee, Chiranjib [Verfasser], Wolfgang [Akademischer Betreuer] Koenig, Wolfgang [Gutachter] Koenig, and Peter [Gutachter] Moerters. "Large Deviations for Brownian Intersection Measures / Chiranjib Mukherjee ; Gutachter: Wolfgang Koenig, Peter Moerters ; Betreuer: Wolfgang Koenig." Leipzig : Universitätsbibliothek Leipzig, 2011. http://d-nb.info/1237895251/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
50

Kim, Tae-Hwan. "The shrinkage least absolute deviation estimator in large samples and its application to the Treynor-Black model /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9901433.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Theorems of large deviations' for other source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography