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62 472 (0,176s)

Result

Large deviations of divergence measures on partitions.

We discuss Chernoff-type large deviation results for the total variation, the I-divergence errors, and the chi-square-divergence errors on partitions. In contrast to the total variation and the I-divergence, the chi-square-divergenc...

BB - Aplikovaná statistika, operační výzkum

  • 2001
  • Jx
Result

A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation

Large deviation results for Minkowski sums of independent and identically distributed random compact sets are proved. The summands are assumed to have a regularly varying distribution and finite expectation....

BA - Obecná matematika

  • 2011
  • Jx
Result

Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets

Large deviation results for Minkowski sums of independent and identically distributed random compact sets are proved. The summands are assumed to have a regularly varying distribution. The sets are allowed to be generally non-convex...

BA - Obecná matematika

  • 2011
  • Jx
Result

Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multi...

Statistics and probability

  • 2022
  • Jimp
  • Link
Result

Large deviations for (1+1)-dimensional stochastic geometric wave equation

We consider stochastic wave map equation on real line with solutions taking values in a d-dimensional compact Riemannian manifold. We show first that this equation has unique, global, strong in PDE sense, solution in local Sobolev spaces. The main re...

Pure mathematics

  • 2022
  • Jimp
  • Link
Result

Locality and nonlocality of classical restrictions of quantum spin systems with applications to quantum large deviations and entanglement

We study effective potentials for classical projections of spatially extended quantum systems. We provide sufficient conditions for their (quasi)locality and examples where it is broken. Relations to quantum large fluctuations and localizabl...

BE - Teoretická fyzika

  • 2015
  • Jx
  • Link
Result

Bayesian estimation, large deviations, and incomplete data.

Annotation not available...

BD - Teorie informace

  • 1994
  • D
Result

Bayesian Estimation, Large Deviations, and Incomplete Data.

Annotation not available...

BD - Teorie informace

  • 1994
  • Vx
Result

A tail bound for read-k families of functions

We prove a Chernoff-like large deviation bound on the sum of read-k non-independent random variables.

BA - Obecná matematika

  • 2015
  • Jx
  • Link
Result

Escape dynamics: a continuous-time approximation

We extend a continuous-time approach to the analysis of escape dynamics in economic models with adaptive learning with constant gain. This approach is based on applying results of continuous-time version of large deviations theory t...

AH - Ekonomie

  • 2006
  • Jx
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