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Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles
Statistics turbulent coherent structures mechanical model the model of two-dimensional fluid motion
2014/12/29
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....
Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
Well-posedness large deviation SDEs Sobolev coefficients
2010/3/11
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...
Large deviation approximations for maximum likelihood estimators
Large deviation approximations maximum likelihood estimators
2009/9/24
Large deviation approximations for maximum likelihood estimators。
Large deviation principle for set-valued union processes
large deviations random closed sets Markov process convex hull
2009/9/22
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...
The rate of convergence in the precise large deviation theorem
Limit theorems large deviations subexponential distributions
2009/9/21
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...
Large deviation theorems for weighted compound Poisson sums
Large deviation expansions compound process weighted sums saddlepoint method
2009/9/21
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...
LOCAL LARGE DEVIATION THEOREM FOR SUMS OF LLD. RANDOM VECTORS WHEN THE CRAMER CONDITION HOLDS IN THE WHOLE SPACE
Abel theorem conjugate density Laplace method slow variation
2009/9/21
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...
Large Deviation Results for Compound Markov Renewal Processes
Large Deviation Results Markov Renewal Processes
2009/9/17
Large Deviation Results for Compound Markov Renewal Processes。
Large deviation principles for Markov processes via Phi-Sobolev inequalities
principle Markov process via Phi-Sobolev inequalities
2009/3/19
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...