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of 5 425
pro vyhledávání: '"Large deviations theory"'
Akademický článek
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Autor:
Manski, Charles F.
Publikováno v:
Econometrica, 2004 Jul 01. 72(4), 1221-1246.
Externí odkaz:
https://www.jstor.org/stable/3598783
Akademický článek
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Autor:
Nyrhinen, Harri
Publikováno v:
Advances in Applied Probability, 1998 Dec 01. 30(4), 1008-1026.
Externí odkaz:
https://www.jstor.org/stable/1428027
Autor:
Bogomolova A. S., Kolyuzhnov D. V.
Publikováno v:
Mir Èkonomiki i Upravleniâ, Vol 17 (2), Pp 56-71 (2017)
This paper presents the review of issues and approaches to the analysis of escape dynamics in economic models with constant gain adaptive learning which is used to model and describe the behavior of various (macroeconomic as well as microeconomic) va
Externí odkaz:
https://doaj.org/article/f835965b42e44e6d8c1ebd66e7821d83
EGU General Assembly 2023, Vienna, Austria, 24–28 Apr 2023, EGU23-2644; Determining the underlying mechanisms leading to extreme events in dynamical systems is a challenging task. Under mild hypotheses, large deviations theory predicts that as one
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68790138fcf4250a9c5446a3c8ce2ef6
https://hal.science/hal-04043595/document
https://hal.science/hal-04043595/document
Publikováno v:
New Journal of Physics, Vol 23, Iss 9, p 093003 (2021)
We consider thermodynamically consistent autonomous Markov jump processes displaying a macroscopic limit in which the logarithm of the probability distribution is proportional to a scale-independent rate function (i.e. a large deviations principle is
Externí odkaz:
https://doaj.org/article/4412e6a50c4d4f7b990da2f3dc0affbd
Publikováno v:
INFORMS Journal on Computing. 34:752-768
Given a finite number of stochastic systems, the goal of our problem is to dynamically allocate a finite sampling budget to maximize the probability of selecting the “best” system. Systems are encoded with the probability distributions that gover
Publikováno v:
Mathematics of Operations Research. 47:232-258
For the M/M/1+M model at the law-of-large-numbers scale, the long-run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large deviations
Autor:
Pavel Shcherbakov, Fabrizio Dabbene
Publikováno v:
European Journal of Control. 63:107-115
It is known from the literature that solutions of homogeneous linear stable difference equations may experience large deviations, or peaks, from the nonzero initial conditions at finite time instants. While the problem has been studied from a determi