Related papers: Large deviations in Taylor dispersion
We investigate Lagrangian relative dispersion in direct numerical simulation of two-dimensional inverse cascade turbulence. The analysis is performed by using both standard fixed time statistics and an exit time approach. Our results are in…
The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
The connection between a Taylor series and a continued-fraction involves a nonlinear relation between the Taylor coefficients $\{ a_n \}$ and the continued-fraction coefficients $\{ b_n \}$. In many instances it turns out that this…
The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
Recent attempts to determine the pion polarizability by dispersion relations yield values that disagree with the predictions of chiral perturbation theory. These dispersion relations are based on specific forms for the absorptive part of…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…
In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…
We study in this article large deviations for the empirical mean of iid random vectors with some deterministic weights, whose empirical measure weakly converges to some compactly support probability distribution. The scope of this paper is…
Recently-developed variational perturbation expansions converge exponentially fast for positive coupling constants. They do not, however, possess the correct left-hand cut in the complex coupling constant plane, implying a wrong large-order…
We consider the evolution of a passive scalar advected by a parallel shear flow in an infinite cylinder with bounded cross section, in arbitrary space dimension. The essential parameters of the problem are the molecular diffusivity $\nu$,…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…