Large-Deviation Approximations for General Occupancy Models

2008 ◽  
Vol 17 (3) ◽  
pp. 437-470 ◽  
Author(s):  
JIM X. ZHANG ◽  
PAUL DUPUIS
Keyword(s):  
Large Deviation ◽  
Empirical Distribution ◽  
General Setting ◽  
Rate Function ◽  
Occupancy Models ◽  
Deviation Analysis ◽  
Finite Dimensional ◽  
Special Cases ◽  
Occupancy Problems ◽  
Bose Einstein

We obtain large-deviation approximations for the empirical distribution for a general family of occupancy problems. In the general setting, balls are allowed to fall in a given urn depending on the urn's contents prior to the throw. We discuss a parametric family of statistical models that includes Maxwell–Boltzmann, Bose–Einstein and Fermi–Dirac statistics as special cases. A process-level large-deviation analysis is conducted and the rate function for the original problem is then characterized, via the contraction principle, by the solution to a calculus of variations problem. The solution to this variational problem is shown to coincide with that of a simple finite-dimensional minimization problem. As a consequence, the large-deviation approximations and related qualitative information are available in more-or-less explicit form.

scholarly journals Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution

2015 ◽  
Vol 2015 ◽  
pp. 1-15
Author(s):  
Richard S. Ellis ◽  
Shlomo Ta’asan
Keyword(s):  
Equilibrium Distribution ◽  
Large Deviation ◽  
Random Variables ◽  
Rate Function ◽  
Number Density ◽  
Droplet Model ◽  
Empirical Measures ◽  
Deviation Analysis ◽  
Droplet Sizes ◽  
Positive Integers

In this paper we use large deviation theory to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and statistical mechanics. Given b∈N and c>b, K distinguishable particles are placed, each with equal probability 1/N, onto the N sites of a lattice, where K/N equals c. We focus on configurations for which each site is occupied by a minimum of b particles. The main result is the large deviation principle (LDP), in the limit K→∞ and N→∞ with K/N=c, for a sequence of random, number-density measures, which are the empirical measures of dependent random variables that count the droplet sizes. The rate function in the LDP is the relative entropy R(θ∣ρ∗), where θ is a possible asymptotic configuration of the number-density measures and ρ∗ is a Poisson distribution with mean c, restricted to the set of positive integers n satisfying n≥b. This LDP implies that ρ∗ is the equilibrium distribution of the number-density measures, which in turn implies that ρ∗ is the equilibrium distribution of the random variables that count the droplet sizes.

Introduction to Large Deviation Theory

2014 ◽  
Author(s):  
M. Vidyasagar
Keyword(s):  
Large Deviation ◽  
Empirical Distribution ◽  
Probability Distributions ◽  
Rate Function ◽  
Finite Alphabet ◽  
Large Deviation Theory ◽  
Deviation Property ◽  
Lower Semi ◽  
Continuous Relaxation ◽  
Deviation Theory

This chapter provides an introduction to large deviation theory. It begins with an overview of the motivatio n for the problem under study, focusing on probability distributions and how to construct an empirical distribution. It then considers the notion of a lower semi-continuous function and that of a lower semi-continuous relaxation before discussing the large deviation property for i.i.d. samples. In particular, it describes Sanov's theorem for a finite alphabet and proceeds by analyzing large deviation property for Markov chains, taking into account stationary distributions, entropy and relative entropy rates, the rate function for doubleton frequencies, and the rate function for singleton frequencies.

scholarly journals An Explicit Large Deviation Analysis of the Spatial Cycle Huang–Yang–Luttinger Model

2021 ◽  
Vol 22 (5) ◽  
pp. 1535-1560
Author(s):  
Stefan Adams ◽  
Matthew Dickson
Keyword(s):  
Large Deviation ◽  
Einstein Condensation ◽  
Counter Term ◽  
Luttinger Model ◽  
Deviation Analysis ◽  
Large Deviation Principles ◽  
Reference Process ◽  
Rate Functions ◽  
Explicit Bounds ◽  
Bose Einstein

AbstractWe introduce a family of ‘spatial’ random cycle Huang–Yang–Luttinger (HYL)-type models in which the counter-term only affects cycles longer than some cut-off that diverges in the thermodynamic limit. Here, spatial refers to the Poisson reference process of random cycle weights. We derive large deviation principles and explicit pressure expressions for these models, and use the zeroes of the rate functions to study Bose–Einstein condensation. The main focus is a large deviation analysis for the diverging counter term where we identify three different regimes depending on the scale of divergence with respect to the main large deviation scale. Our analysis derives explicit bounds in critical regimes using the Poisson nature of the random cycle distributions.

Functional Large Deviation Principles for Waiting and Departure Processes

1998 ◽  
Vol 12 (4) ◽  
pp. 479-507 ◽  
Author(s):  
Anatolii A. Puhalskii ◽  
Ward Whitt
Keyword(s):  
Large Deviation ◽  
Rate Function ◽  
Arrival Process ◽  
Service Discipline ◽  
Single Server ◽  
Departure Process ◽  
Large Deviation Principles ◽  
Special Cases ◽  
Skorohod Topologies ◽  
Departure Processes

We establish functional large deviation principles (FLDPs) for waiting and departure processes in single-server queues with unlimited waiting space and the first-in first-out service discipline. We apply the extended contraction principle to show that these processes obey FLDPs in the function space D with one of the nonuniform Skorohod topologies whenever the arrival and service processes obey FLDPs and the rate function is finite for appropriate discontinuous functions. We apply our previous FLDPs for inverse processes to obtain an FLDP for the waiting times in a queue with a superposition arrival process. We obtain FLDPs for queues within acyclic networks by showing that FLDPs are inherited by processes arising from the network operations of departure, superposition, and random splitting. For this purpose, we also obtain FLDPs for split point processes. For the special cases of deterministic arrival processes and deterministic service processes, we obtain convenient explicit expressions for the rate function of the departure process, but not more generally. In general, the rate function for the departure process evidently must be calculated numerically. We also obtain an FLDP for the departure process of completed work, which has important application to the concept of effective bandwidths for admission control and capacity planning in packet communication networks.

Global Perturbation of Nonlinear Eigenvalues

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Julián López-Gómez ◽  
Juan Carlos Sampedro
Keyword(s):  
Perturbation Theory ◽  
Spectral Parameter ◽  
Classical Theory ◽  
General Setting ◽  
Perturbation Parameter ◽  
Linear Operators ◽  
Fredholm Operators ◽  
Index Zero ◽  
Finite Dimensional ◽  
Nonlinear Eigenvalues

Abstract This paper generalizes the classical theory of perturbation of eigenvalues up to cover the most general setting where the operator surface 𝔏 : [ a , b ] × [ c , d ] → Φ 0 ⁢ ( U , V ) {\mathfrak{L}:[a,b]\times[c,d]\to\Phi_{0}(U,V)} , ( λ , μ ) ↦ 𝔏 ⁢ ( λ , μ ) {(\lambda,\mu)\mapsto\mathfrak{L}(\lambda,\mu)} , depends continuously on the perturbation parameter, μ, and holomorphically, as well as nonlinearly, on the spectral parameter, λ, where Φ 0 ⁢ ( U , V ) {\Phi_{0}(U,V)} stands for the set of Fredholm operators of index zero between U and V. The main result is a substantial extension of a classical finite-dimensional theorem of T. Kato (see [T. Kato, Perturbation Theory for Linear Operators, 2nd ed., Class. Math., Springer, Berlin, 1995, Chapter 2, Section 5]).

scholarly journals A note on liftings of hermitian elements and unitaries

1980 ◽  
Vol 21 (1) ◽  
pp. 183-185
Author(s):  
C. K. Fong
Keyword(s):  
Banach Algebra ◽  
Present Note ◽  
Partial Answer ◽  
General Question ◽  
Quotient Mapping ◽  
Unitary Element ◽  
Finite Dimensional ◽  
Complex Banach Algebra ◽  
Special Cases

Let A be a complex Banach algebra with unit 1 satisfying ∥1∥ = 1. An element u in A is said to be unitary if it is invertible and ∥u∥ = ∥u−1∥ = 1. An element h in A is said to be hermitian if ∥exp(ith)∥ = 1 for all real t; that is, exp(ith) is unitary for all real t. Suppose that J is a closed two-sided ideal and π: A → A/J is the quotient mapping. It is easy to see that if x in A is hermitian (resp. unitary), then so is π(x) in A/J. We consider the following general question which is the converse of the above statement: given a hermitian (resp. unitary) element y in A/J, can we find a hermitian (resp. unitary) element x in A such that π(x)=y? (The author has learned that this question, in a more restrictive form, was raised by F. F. Bonsall and that some special cases were investigated; see [1], [2].) In the present note, we give a partial answer to this question under the assumption that A is finite dimensional.

On Some Invariants of a Bilinear Form

1961 ◽  
Vol 4 (3) ◽  
pp. 261-264
Author(s):  
Jonathan Wild
Keyword(s):  
Vector Space ◽  
Bilinear Form ◽  
Arbitrary Field ◽  
Dimensional Vector ◽  
Dimensional Vector Space ◽  
Finite Dimensional Vector Space ◽  
Finite Dimensional ◽  
Special Cases ◽  
Orthogonal Subspace

Let E be a finite dimensional vector space over an arbitrary field. In E a bilinear form is given. It associates with every sub s pa ce V its right orthogonal sub space V* and its left orthogonal subspace *V. In general we cannot expect that dim V* = dim *V. However this relation will hold in some interesting special cases.

scholarly journals Generalising Exponential Distributions Using an Extended Marshall–Olkin Procedure

Symmetry ◽  
2020 ◽  
Vol 12 (3) ◽  
pp. 464
Author(s):  
Victoriano García ◽  
María Martel-Escobar ◽  
F.J. Vázquez-Polo
Keyword(s):  
Failure Rate ◽  
Real Data ◽  
Rate Function ◽  
Exponential Distributions ◽  
Symmetric Distributions ◽  
Failure Rate Function ◽  
Numerical Examples ◽  
Special Cases ◽  
The Common ◽  
Family Of Distributions

This paper presents a three-parameter family of distributions which includes the common exponential and the Marshall–Olkin exponential as special cases. This distribution exhibits a monotone failure rate function, which makes it appealing for practitioners interested in reliability, and means it can be included in the catalogue of appropriate non-symmetric distributions to model these issues, such as the gamma and Weibull three-parameter families. Given the lack of symmetry of this kind of distribution, various statistical and reliability properties of this model are examined. Numerical examples based on real data reflect the suitable behaviour of this distribution for modelling purposes.

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