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相关论文: A uniform estimate for rate functions in large dev…

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In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

概率论 · 数学 2016-07-05 Qiuying Zhang , Fengyang Cheng

In this paper, we study the uniform H\"older continuity of the generalized Riemann function $R_{\alpha,\beta}$ (with $\alpha>1$ and $\beta>0$) defined by \[ R_{\alpha,\beta}(x)=\sum_{n=1}^{+\infty}\frac{\sin(\pi n^\beta x)}{n^\alpha},\quad…

经典分析与常微分方程 · 数学 2014-04-02 F. Bastin , S. Nicolay , L. Simons

We introduce a certain variant (or regularization) $\tilde{\Lambda}^\mu_n$ of the standard Christoffel function $\Lambda^\mu_n$ associated with a measure $\mu$ on a compact set $\Omega\subset \mathbb{R}^d$. Its reciprocal is now a…

最优化与控制 · 数学 2023-01-27 Jean-Bernard Lasserre

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

概率论 · 数学 2025-03-06 Zhenhua Wang , Ruoyu Wu

Let $\Sigma_{A}(\mathbb{N})$ be a topologically mixing countable Markov shift with the BIP property over the alphabet $\mathbb{N}$ and $f: \Sigma_{A}(\mathbb{N}) \rightarrow \mathbb{R}$ a potential satisfying the Walters condition with…

动力系统 · 数学 2016-12-23 Rodrigo Bissacot , Jairo K. Mengue , Edgardo Pérez

We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $\delta$. The bound is expressed in the uniform entropy integral of…

统计理论 · 数学 2010-12-30 Aad van der Vaart , Jon A. Wellner

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

统计力学 · 物理学 2014-11-05 Isaac Pérez Castillo

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. First, large deviation principles are…

概率论 · 数学 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

For $d\geq 1$ and $\alpha \in (0, 2)$, consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. In this paper, we…

概率论 · 数学 2009-11-10 Zhen-Qing Chen , Panki Kim , Renming Song , Zoran Vondraček

In this paper we establish exact order estimates for the best uniform orthogonal trigonometric approximations of the classes of $2\pi$-periodic functions, whose $(\psi,\beta)$-derivatives belong to unit balls of spaces $L_{p}$, $1\leq…

经典分析与常微分方程 · 数学 2018-12-18 Tetiana Stepanyuk

A real valued function $f$ defined on a real open interval $I$ is called $\Phi$-monotone if, for all $x,y\in I$ with $x\leq y$ it satisfies $$ f(x)\leq f(y)+\Phi(y-x), $$ where $\Phi:[0,\ell(I)[\,\to\mathbb{R}_+$ is a given nonnegative…

经典分析与常微分方程 · 数学 2020-11-23 Angshuman R. Goswami , Zsolt Páles

We consider the class of all non-negative on $\mathbb{R_+}$ functions such that each of them satisfies the Reverse H\"older Inequality uniformly over all intervals with some constant the minimum value of which can be regarded as the…

经典分析与常微分方程 · 数学 2018-10-16 Alina Shalukhina

For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0:\;\forall_{\lambda\in\mathbb{R}}\;…

概率论 · 数学 2021-09-22 Krzysztof Zajkowski

The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…

动力系统 · 数学 2025-07-23 Peter H Baxendale

Suppose that $E \subset \mathbb{R}^{n+1}$ is a uniformly rectifiable set of codimension $1$. We show that every harmonic function is $\varepsilon$-approximable in $L^p(\Omega)$ for every $p \in (1,\infty)$, where $\Omega := \mathbb{R}^{n+1}…

经典分析与常微分方程 · 数学 2019-05-20 Steve Hofmann , Olli Tapiola

Let $(\lambda_k)$ be a strictly increasing sequence of positive numbers such that $\sum_{k=1}^{\infty} \frac{1}{\lambda_k} < \infty.$ Let $f $ be a bounded smooth function and denote by $u= u^f$ the bounded classical solution to $u(x) -…

概率论 · 数学 2022-10-13 Emanuele Dolera , Enrico Priola

\begin{abstract} Let $P\pm$ be the Riesz's projection operator and let $P_-= I - P_+$. We consider estimates of the expression $\|( |P_ + f | ^s + |P_- f |^s) ^{\frac{1}{s}}\|_{L^p (\mathbf{T})}$ in terms of Lebesgue $p$-norm of the…

泛函分析 · 数学 2023-05-24 Marijan Marković , Petar Melentijević

We establish the (level-1) large deviation principles for three kinds of means associated with the backward continued fraction expansion. We show that: for the harmonic and geometric means, the rate functions vanish exactly at one point;…

动力系统 · 数学 2019-12-30 Hiroki Takahasi

Suppose $\{f_1,...,f_m\}$ is a set of Lipschitz maps of $\mathbb{R}^d$. We form the iterated function system (IFS) by independently choosing the maps so that the map $f_i$ is chosen with probability $p_i$ ($\sum_{i=1}^m p_i=1$). We assume…

概率论 · 数学 2007-05-23 Matthew Nicol , Nikita Sidorov , David Broomhead

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…

统计理论 · 数学 2020-07-27 Emil S. Jørgensen , Michael Sørensen