Jump to ContentJump to Main Navigation

You are looking at 1-12 of 12 items

  • Keywords: large deviations x
Clear All Modify Search

View:

Large Deviations for Empirical Cycle Counts of Integer Partitions and Their Relation to Systems of Bosons

Stefan Adams

in Analysis and Stochastics of Growth Processes and Interface Models

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199239252
eISBN:
9780191716911
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199239252.003.0007
Subject:
Mathematics, Probability / Statistics, Analysis

Motivated by the Bose gas, this chapter introduces certain combinatorial structures. It analyses the asymptotic behaviour of empirical shape measures and of empirical path measures of N Brownian ... More


Interacting Brownian Motions and the Gross-Pitaevskii Formula

Stefan Adams and Wolfgang König

in Analysis and Stochastics of Growth Processes and Interface Models

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199239252
eISBN:
9780191716911
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199239252.003.0008
Subject:
Mathematics, Probability / Statistics, Analysis

Bose–Einstein condensation predicts that, under certain conditions (in particular extremely low temperature), all particles will condense into one state. Some of the physical background is surveyed ... More


Directed Random Growth Models on the Plane

Timo Seppäläinen

in Analysis and Stochastics of Growth Processes and Interface Models

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199239252
eISBN:
9780191716911
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199239252.003.0001
Subject:
Mathematics, Probability / Statistics, Analysis

This chapter discusses random growth models describing the evolution of an interface in the plane. For specific models, three basic questions are discussed. First, under appropriate scaling, what is ... More


Introduction to Large Deviation Theory

M. Vidyasagar

in Hidden Markov Processes: Theory and Applications to Biology

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691133157
eISBN:
9781400850518
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691133157.003.0005
Subject:
Mathematics, Probability / Statistics

This chapter provides an introduction to large deviation theory. It begins with an overview of the motivatio n for the problem under study, focusing on probability distributions and how to construct ... More


PERCOLATION AND THE LARGEST COMPONENT

Mathew Penrose

in Random Geometric Graphs

Published in print:
2003
Published Online:
September 2007
ISBN:
9780198506263
eISBN:
9780191707858
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506263.003.0010
Subject:
Mathematics, Probability / Statistics

This chapter concerns the largest component of G(N(n),r) in the thermodynamic limit when the number of points N(n) is Poisson with parameter n and the underlying density is uniform on the unit ... More


Nucleation and Droplet Growth as a Stochastic Process

Oliver Penrose

in Analysis and Stochastics of Growth Processes and Interface Models

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199239252
eISBN:
9780191716911
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199239252.003.0012
Subject:
Mathematics, Probability / Statistics, Analysis

This chapter proposes a stochastic differential equation as the putative limit for a birth-and-death Markov chain model for the fluctuating size of a droplet, in a fluid, that is metastable with ... More


INTRODUCTION

Mathew Penrose

in Random Geometric Graphs

Published in print:
2003
Published Online:
September 2007
ISBN:
9780198506263
eISBN:
9780191707858
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506263.003.0001
Subject:
Mathematics, Probability / Statistics

This introductory chapter contains a general discussion of both the historical and the applied background behind the study of random geometric graphs. A brief overview is presented, along with some ... More


A probabilistic toolbox

Marc Mézard and Andrea Montanari

in Information, Physics, and Computation

Published in print:
2009
Published Online:
September 2009
ISBN:
9780198570837
eISBN:
9780191718755
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198570837.003.0004
Subject:
Physics, Theoretical, Computational, and Statistical Physics

The three fields that form the subject of this book all deal with large sets of random variables. Not surprisingly, they possess common underlying structures and techniques. This chapter describes ... More


Large Deviations Principle for Diffusions

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0012
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Large deviations theory formulated by Varadhan has made a tremendous impact in a variety of fields such as mathematical physics, control theory, and statistics, to name a few. After a brief ... More


Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur and P Sundar

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.001.0001
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. After proving the Doob-Meyer decomposition, quadratic variation processes and local ... More


The Large Deviations Method and Its Applications

A. Campa, T. Dauxois, D. Fanelli, and S. Ruffo

in Physics of Long-Range Interacting Systems

Published in print:
2014
Published Online:
October 2014
ISBN:
9780199581931
eISBN:
9780191787140
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199581931.003.0003
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter is devoted to the study of a very useful mathematical tool for the computation of the entropy in long-range systems. The method is based on large deviation theory, and it is very well ... More


Wave–Particles Interaction

A. Campa, T. Dauxois, D. Fanelli, and S. Ruffo

in Physics of Long-Range Interacting Systems

Published in print:
2014
Published Online:
October 2014
ISBN:
9780199581931
eISBN:
9780191787140
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199581931.003.0014
Subject:
Physics, Theoretical, Computational, and Statistical Physics

In this Chapter an alternative derivation of the self-consistent Vlasov-Maxwell equations for wave-particles interaction is given. The analysis is carried out under a rigorous Hamiltonian framework ... More


View: