The Large Deviations of adjoint
نویسنده
چکیده
It is known that the Large Deviations of a counting process and its adjoint are closely related. We present very simple and general conditions, mainly on the rate-functions, which suuce to ensure that, if two processes are adjoint, then one will satisfy a Large Deviation principle if and only if the other does. We also present an application of this result to some problems in queuing theory.
منابع مشابه
Adjoint Expansions in Local Lévy Models
– Large deviations and asymptotic methods in finance –
متن کاملLarge Deviations for Quantum Spin Systems
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages XΛ := 1 |Λ| ∑ i∈Λ Xi, where the Xi’s are copies of a self-adjoint element X (level one large deviations). From the analyticity of the generating function, we obtain the central limit theorem. We generalize to a level two large deviation p...
متن کاملLarge Deviations from the Circular Law
We prove a full large deviations principle in the scale N for the empirical measure of the eigenvalues of an N N non self adjoint matrix composed of i i d zero mean random variables with variance N The good rate function which governs this rate func tion possesses as unique minimizer the circular law providing an alter native proof of convergence to the latter The techniques are related to rece...
متن کاملThe Large Deviations of random time - changesbyRaymond
This thesis is concerned with the transformation of the Large Deviation properties of a stochastic process under a random time-change. A random time-change is the reparametrisation of a process by a lower adjoint process; a simple example is the sequence of random variables fSTn gn2N constructed by stopping a process fSt gt2R+ at a sequence of random times f Tn gn2N . Such a sequence of random ...
متن کاملFUZZY LINEAR REGRESSION BASED ON LEAST ABSOLUTES DEVIATIONS
This study is an investigation of fuzzy linear regression model for crisp/fuzzy input and fuzzy output data. A least absolutes deviations approach to construct such a model is developed by introducing and applying a new metric on the space of fuzzy numbers. The proposed approach, which can deal with both symmetric and non-symmetric fuzzy observations, is compared with several existing models by...
متن کامل