The extended large deviation principle for a process with independent increments

2017 ◽  
Vol 58 (3) ◽  
pp. 515-524
Author(s):  
A. A. Mogul’skiĭ
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Process With Independent Increments ◽  
Deviation Principle ◽  
Independent Increments ◽  
Extended Large Deviation Principle

scholarly journals Large deviations for tandem queueing systems

1994 ◽  
Vol 7 (3) ◽  
pp. 301-330 ◽  
Author(s):  
Roland L. Dobrushin ◽  
Eugene A. Pechersky
Keyword(s):  
Large Deviations ◽  
Queueing System ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Queueing Systems ◽  
Random Processes ◽  
Large Delay ◽  
Deviation Principle ◽  
Independent Increments ◽  
Processes With Independent Increments

The crude asymptotics of the large delay probability in a tandem queueing system is considered. The main result states that one of the two channels in the tandem system defines the crude asymptotics. The constant that determines the crude asymptotics is given. The results obtained are based on the large deviation principle for random processes with independent increments on an infinite interval recently established by the authors.

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
Sign in / Sign up

Export Citation Format

Share Document