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pro vyhledávání: '"Angeletti, Florian"'
Autor:
Angeletti, Florian
Cette thèse s'est développée à l'interface entre physique statistique et traitement statistique du signal, afin d'allier les perspectives de ces deux disciplines sur les problèmes de sommes et maxima de variables aléatoires. Nous avons exploré
Externí odkaz:
http://www.theses.fr/2012ENSL0776/document
Autor:
Angeletti, Florian, Touchette, Hugo
Publikováno v:
J. Math. Phys. 57, 023303, 2016
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned on the fluc
Externí odkaz:
http://arxiv.org/abs/1510.04893
Publikováno v:
Phys. Rev. E 92, 052104, 2015
We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of these estimat
Externí odkaz:
http://arxiv.org/abs/1409.8531
Publikováno v:
J. Stat. Phys. (2014) 157:1255-1283
The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to a form of
Externí odkaz:
http://arxiv.org/abs/1406.5016
Publikováno v:
JSTAT, (2014),P02003
We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of correlations. We s
Externí odkaz:
http://arxiv.org/abs/1310.6952
Publikováno v:
EPL 104 50009 (2013)
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of large numbe
Externí odkaz:
http://arxiv.org/abs/1304.5406
Publikováno v:
J. Phys. A: Math. Theor. 46 315002 (2013)
We consider a generalized version of the Random Energy Model in which the energy of each configuration is given by the sum of $N$ independent contributions ("local energies") with finite variances but otherwise arbitrary statistics. Using the large d
Externí odkaz:
http://arxiv.org/abs/1303.5555
Inspired from non-equilibrium statistical physics models, a general framework enabling the definition and synthesis of stationary time series with a priori prescribed and controlled joint distributions is constructed. Its central feature consists of
Externí odkaz:
http://arxiv.org/abs/1204.3047
Inspired from modern out-of-equilibrium statistical physics models, a matrix product based framework permits the formal definition of random vectors (and random time series) whose desired joint distributions are a priori prescribed. Its key feature c
Externí odkaz:
http://arxiv.org/abs/1203.4500
Publikováno v:
J. Phys. A: Math. Theor. 45 115004 (2012)
Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n. Under thes
Externí odkaz:
http://arxiv.org/abs/1112.2965