Related papers: Survival Probability of Large Rapidity Gaps
Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the expected offspring size per individual given the environment. Assuming…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…
The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to…
This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…
In this paper, we obtain the finite-horizon and infinite-horizon ruin probability asymptotics for risk processes with claims of subexponential tails for non-stationary arrival processes that satisfy a large deviation principle. As a result,…
It is more important to estimate the rate of convergence to a stationary distribution rather than only to prove the existence one in many applied problems of reliability and queuing theory. This can be done via standard methods, but only…
Strong consistency and asymptotic normality of the Gaussian pseudo-maximum likelihood estimate of the parameters in a wide class of ARCH$(\infty)$ processes are established. The conditions are shown to hold in case of exponential and…
We analyze various perturbative mechanisms for the production of jet events containing rapidity gaps in $e^+e^-$ annihilation at LEP200 energies. We found that the processes $e^+e^- \to \gamma^* \gamma^*, \gamma^* Z, Z Z, WW \to 4~ jets$…
We consider laws of the iterated logarithm and the rate function for sample paths of random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
We analyze the asymptotics of crossing a high piecewise linear barriers by a renewal compound process with the subexponential jumps. The study is motivated by ruin probabilities of two insurance companies (or two branches of the same…
We study multidimensional Cram\'er-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the problem, we introduce classification of agents according to…
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…
Using a model based on two elements: the Good-Walker mechanism for low mass diffraction and multi-pomeron interactions for high mass diffraction, we obtain an excellent description of all aspects of soft scattering at high energy. The…
Lagrangian properties obtained from a Particle Tracking Velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
In a recent paper (hep-ph/0608271) we describe a new approach to rapidity gap survival (RGS) in the production of high-mass systems (H = dijet, Higgs, etc.) in exclusive double-gap diffractive pp scattering, pp -> p + H + p. It is based on…
By using the strong approximation, this paper establishes several limit results on the convergent rate of a infinite series of probabilities on the other law of iterated logarithm.
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…