Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 56 for “"Large deviations"”.
-
Large deviations
Contains fulltext : mmubn000001_202791335.pdf (Publisher’s version ) (Open Access)
-
Large Deviations of Generalised Jackson Networks
In dieser Arbeit entwickeln wir die lokalen großen Abweichungen von verallgemeinerten Jackson Netzwerken. Im Unterschied zum Jackson Netzwerk sind Zwischenankunfts- und Servicezeiten allgemeinen Verteilungen unterworfen und nicht auf Exponentialverteilungen beschränkt. Die daraus resultierenden …
-
Large deviations of stochastic systems and applications
<p>This dissertation focuses on large deviations of stochastic systems with applications to optimal control and system identification. It encompasses analysis of two-time-scale Markov processes and system identification with regular and quantized data. First, we develops large deviations principles …
-
Large deviations in high speed communication networks
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1996.
-
Large Deviations and Higher Order Fluctuation Expansions for Conservative Stochastic PDEs
… This thesis is dedicated to investigating large deviations and higher order fluctuation expansions for conservative stochastic partial differential equations arising from fluctuating hydrodynamics. In particular, the thesis is divided into two parts. We studied large deviations for the …
-
Dynamical large deviations and phase separation in systems of interacting particles
We study large deviations in the clustering of diffusing systems, mainly through the lens of macroscopic fluctuation theory (MFT). Additionally we study optimal control forces in such ensembles. First, we consider a one dimensional system of hard-core diffusing particles and focus on the large …
-
Applications of Stein's method and large deviations principle's in mean-field O(N) models
… (infinite-vertex) limit. Using theory of large deviations and Stein's method, in particular, Cramér and Sanov-type results, we present a number of results coming from the limit theorems with rates of convergence, and phase transition behavior for classical XY model. In the second part, we …
-
On the pathwise large deviations of stochatic differential and functional differential equations with applications to finance
… the exact almost sure rate of growth of the large deviations for affine stochastic functional differential equations, and for equations with additive noise which are subject to relatively weak nonlinearities at infinity. The fourth chapter extends conventional conditons for existence and …
-
Robust Statistical Modeling Based on Moment Classes, With Applications to Admission Control, Large Deviations and Hypothesis Testing
The goal in the admission control problem considered here is to choose a suitable algorithm for admitting or rejecting sources on the basis of on-line measurements of packet statistics, in order to keep a certain overflow probability below a pre-specified threshold. The theory of extremal …
-
A coupling approach to rare event simulation via dynamic importance sampling
… An established class of algorithms based on large deviations theory and control theory constructs provably asymptotically efficient importance sampling estimators. Dynamic importance sampling is one these algorithms in which the choice of biasing distribution adapts in the course of a …
-
Limit theorems for a one-dimensional system with random switchings
… results such as the central limit theorem and large deviations principle.
-
Learning from supply shocks in the energy market : evidence from local and global impacts of the shale revolution
… by exploiting the information provided by the large deviations that occurred during that period due to the shale revolution. Next, fossil fuel trade is analyzed from a networks perspective, quantifying its properties. Finally, a general equilibrium model of fossil fuel trade is constructed to …
-
Entropy functions and rare events in disordered systems by transfer matrix calculations and Monte Carlo sampling
… of such tests. I extended an existing work where large deviations from the asymptotically predicted Gumbel distribution were found to further biologically relevant scoring and protein models. In most cases, deviations could be described by an heuristically modified Gumbel distribution. In a …
-
Adaptive Inverse Dynamics Control Scheme of Two-Compartment Lung System
… performance is also robust despite relatively large deviations in the initial estimates of the system parameters
-
Mean reversion in asset prices and asset allocation in investment management
… reversion or reversion to trend, other than for large deviations or extremes, and the actual performance by managers, implies a strategy of allocation at these extremes. That is, managers should adhere to their policy portfolios and let markets run short term; making appropriate large strategic …
-
Cloud Observations From Eos-Terra: From Conception to Interpretation of Cloud Climatologies With a Focus on Small Clouds
… between the MISR and MODIS cloud masks shows large discrepancies over regions dominated by small clouds. This discrepancy was further explored using an ASTER dataset at 15m resolution over the tropical western Atlantic. On average, MODIS and MISR overestimate cloud fraction by 18% and 36%, …
-
Moderate, large, and superlarge Deviations for extremal Eigenvalues of unitarily invariant Ensembles
… Matrix Theory is that the distribution of the largest eigenvalue of the Gaussian Unitary Ensemble converges (after appropriate rescaling) to the Tracy-Widom distribution if the matrix dimension N tends to infinity. The interest in this distribution rose even more when it turned out that it …
Page 1 of 3