Large Deviation Property of Free Energy inp-Body Sherrington–Kirkpatrick Model
نویسندگان
چکیده
منابع مشابه
Sharp Large Deviation for the Energy of α-Brownian Bridge
where W is a standard Brownian motion, t ∈ [0, T), T ∈ (0,∞), and the constant α > 1/2. Let P α denote the probability distribution of the solution {X t , t ∈ [0, T)} of (1). The α-Brownian bridge is first used to study the arbitrage profit associatedwith a given future contract in the absence of transaction costs by Brennan and Schwartz [1]. α-Brownian bridge is a time inhomogeneous diffusion ...
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ژورنال
عنوان ژورنال: Journal of the Physical Society of Japan
سال: 2008
ISSN: 0031-9015,1347-4073
DOI: 10.1143/jpsj.77.074718