منابع مشابه
Functional Large Deviation
We establish functional large deviation principles (FLDPs) for waiting and departure processes in single-server queues with unlimited waiting space and the rst-in rst-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 non-uniform Skorohod topologies whenever the arrival and service processes obey FL...
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If we draw a random variable n times from Q, the probability distribution of the sum of the random variables is given by Q. This is the convolution of Q with itself n times. As n → ∞, Q tends to a normal distribution by the central limit theorem. This is shown in Figure 1. The top line is a computed normal distribution with the same mean as Q. However, as shown in Figure 3, when plotted on a lo...
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Large deviation theory deals with the decay of the probability of increasingly unlikely events. It is one of the key techniques of modern probability, a role which is emphasised by the recent award of the Abel prize to S.R.S. Varadhan, one of the pioneers of the subject. The subject is intimately related to combinatorial theory and the calculus of variations. Applications of large deviation the...
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We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical properties of a modified dynamics, and since they no longer involve rare events, can be evaluated efficiently and over a wider ranges of values. We illustrate the ...
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In this paper we introduce and briefly discuss some of the basic results of large-deviation theory. We propose that large-deviation analysis be used as a tool complementary to the usual intermittency analysis because, as we show, systems exhibiting similar factorial moment behaviour may be quite different from the point of view of large-deviation properties. Large-deviation functions for some s...
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ژورنال
عنوان ژورنال: Physica Scripta
سال: 2012
ISSN: 0031-8949,1402-4896
DOI: 10.1088/0031-8949/86/05/058514