نتایج جستجو برای: local deviations

تعداد نتایج: 563559  

Journal: :CoRR 2017
Kwabena Doku-Amponsah

Abstract. In this article, we prove a local large deviation principle (LLDP) for the empirical locality measure of typed random networks on n nodes conditioned to have a given empirical type measure and empirical link measure. From the LLDP, we deduce a full large deviation principle for the typed random graph, and the classical Erdos-Renyi graphs, where nc/2 links are inserted at random among ...

2009
C. Brändle E. Chasseigne

Large deviation estimates for the following linear parabolic equation are studied: ∂u ∂t = Tr (

1981
A. D e Masi

The analysis of the small deviations from local equilibrium for the symmetric simple exclusion process was initiated in Ref. 1. In this paper we complete it by studying the "stationary case." We refer to Ref. 1 for motivations and notation. The problem and its solution are stated in Section 2, the proof in Section 3. The main technique is based on the introduction of the "weak coupling" between...

2011
Wolfgang König Michele Salvi Tilman Wolff

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in Z in the spirit of Donsker-Varadhan [DV75-83]. We work in the interesting case that the conductances may assume arbitrarily small values. Thus, the underlying picture of the principle is a joint strategy of small values of the conductanc...

2013
JULIEN BARRAL PATRICK LOISEAU Julien Barral

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes (X1, . . . , Xn, . . . ). These properties are inherited from those of Sn = ∑n i=1 Xi and describe how the local fluctuations of almost every realization of Sn deviate from the almost sure behavior. These results apply to the fluctuations of Brownian motion, Birkhoff averages on...

Journal: :Journal of Time Series Analysis 2023

Local-to-unity and moderate-deviations specifications have been popular alternatives to unit root modeling. This article considers another kind of departures from a root, the form c v t / T β , where is random determines distance root. We classify stochastic into two types: local moderate. classification task completed by investigating asymptotic behavior tests that assume (STUR) processes as a...

2005
Richard Bass Xia Chen

We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β ∈ (2d/3, d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the lower tail depends critically on whether β < d or β = d.

Journal: :Transactions of the American Mathematical Society 2003

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