scholarly journals A Large Deviation Principle for Weighted Sums of Independent Identically Distributed Random Variables

2000 ◽  
Vol 251 (2) ◽  
pp. 929-939 ◽  
Author(s):  
Rüdiger Kiesel ◽  
Ulrich Stadtmüller
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Random Variables ◽  
Weighted Sums ◽  
Deviation Principle ◽  
Independent Identically Distributed

scholarly journals A Note on the Large Deviation Principle for Discrete Associated Random Variables

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Przemysław Matuła ◽  
Maciej Ziemba
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Stationary Sequence ◽  
Arithmetic Means ◽  
Associated Random Variables ◽  
Partial Sum ◽  
Deviation Principle ◽  
Uniformly Bounded

We present sufficient conditions under which the sequence of arithmetic means Sn/n, where Sn=X1+⋯+Xn, is the partial sum built on a stationary sequence {Xn}n≥1 of associated integer-valued and uniformly bounded random variables, which satisfy the large deviation principle.

Large deviation principle for the field in prequantum classical statistical field theory

2017 ◽  
Vol 20 (04) ◽  
pp. 1750025
Author(s):  
Andrei Khrennikov ◽  
Achref Majid
Keyword(s):  
Field Theory ◽  
Random Field ◽  
Field Model ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Background Field ◽  
Deviation Principle ◽  
Statistical Field ◽  
Statistical Field Theory

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.

scholarly journals LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flows ◽  
Brownian Motions ◽  
Deviation Principle ◽  
And Brownian Motion

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

scholarly journals Large Deviation Principle for the Greedy Exploration Algorithm over Erdös-Rényi Graphs

2022 ◽  
Vol 19 (1) ◽  
pp. 439
Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle
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