Large Deviations for Censored Data

Large Deviations for Large Capacity

In this paper, we study large deviations of large capacity loss networks with xed routing. We use two-level modelling for the loss networks: the call level and the cell level. At the call level, a call request is accepted if it succeeds an admission test. The test is based on a polyhedral set of the number of calls in progress when a new call arrives. After being accepted, a call then transmits...

Large deviations for mixtures

Suppose the distributions {μn} on Θ obey a large deviation principle (LDP) and that for each θ ∈ Θ the distributions {Pn θ } on X also obey an LDP. The main purpose of this paper is to give conditions which allow an LDP for the mixtures {Pn}, given by Pn(A) = ∫ Pn θ (A)dμn(θ), to be deduced. The treatment follows that of Dinwoodie and Zabell (1992) who, motivated by exchangeability, consider th...

Large Deviations for Langevin

We study the asymptotic behavior of asymmetrical spin glass dynamics in a Sherrington-Kirkpatrick model as proposed by Sompolinsky-Zippelius. We prove that the annealed law of the empirical measure on path space of these dynamics satisfy a large deviation principle in the high temperature regime. We study the rate function of this large deviation principle and prove that it achieves its minimum...

Improved Cramer-Rao Inequality for Randomly Censored Data

As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censor...

Large Deviations