>>> 哲学 经济学 法学 教育学 文学 历史学 理学 工学 农学 医学 军事学 管理学 旅游学 文化学 特色库
搜索结果: 1-15 共查到Large Deviations相关记录53条 . 查询时间(0.084 秒)
The Dean-Kawasaki equation with non-local singular interactions and correlated noise will be introduced, which describes the evolution of the density function for a system of finitely many particles g...
In this talk, we present the pointwise convergence of one-point large deviations rate functions (LDRFs) of the spatial finite difference method and further the fully discrete method based on the tempo...
For ergodic SDEs, their ergodic limits are usually approximated by the suitable means of numerical methods. To reveal the numerical asymptotic behavior, we study the large deviations principle (LDP) f...
In this lecture, I will talk about how to control the deviation of the occupation-time profile conditioned on disconnection so that this conditioning makes the model exhibit a phenomenon generally kno...
In this lecture, I will discuss how ``tilted interlacements’’ and ``solidification of porous surfaces’’, two specific realizations of the change-of-measure and coarse graining ideas respectively, prod...
In this lecture, I will discuss how tilting and coarse graining, two key ideas in modern probability, come into play in deriving respectively the lower and upper bounds of the asymptotic probability i...
In this lecture, I will talk about the large deviation problems in random interlacements, in particular the LDP of the occupation measure, and discuss its relations to sharp asymptotic probabilities o...
We derive a large deviation result for the log-likelihood ratio for testing simple hypotheses in locally stationary Gaussian processes. This result allows us to find explicitly the rates of exponentia...
Consider the problem of numerically computing the exponential rate at which the tail of the hitting time of a Markov chain to a given set decreases to zero. One approach involves computing the solutio...
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studied in the literature ...
Consider a simulation estimator α(c) based on expending c units of computer time, to estimate a quantity α. One measure of efficiency is to attempt to minimize P(|α(c)−α|>ε) for large c. This he...
The theory of large deviations for random walks is important both in its own right and as a starting point for establishing large deviations for more complex models (such as ìsmall noisdi§usion...
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...
We give large deviation upper bounds, and discuss lower bounds, for the Gibbs-KMS state of a system of quantum spins or an interacting Fermi gas on the lattice. We cover general interactions and gener...
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and S.V. Nagaev (1979) ...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...