scholarly journals Large Deviations of Random Vector Fields with Applications to Economics

2000 ◽  
Vol 24 (3) ◽  
pp. 222-259 ◽  
Author(s):  
Esa Nummelin
Keyword(s):  
Large Deviations ◽  
Random Vector ◽  
Vector Fields ◽  
Applications To Economics

scholarly journals Large Deviations for Stochastic Differential Equations on Sd Associated with the Critical Sobolev Brownian Vector Fields

2011 ◽  
Vol 2011 ◽  
pp. 1-19
Author(s):  
Qinghua Wang
Keyword(s):  
Differential Equations ◽  
Large Deviations ◽  
Stochastic Differential Equations ◽  
Vector Fields ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle

We obtain a large deviation principle for the stochastic differential equations on the sphere Sd associated with the critical Sobolev Brownian vector fields.

The probabilities of large deviations for a certain class of statistics associated with multinomial distribution

2020 ◽  
Vol 24 ◽  
pp. 581-606
Author(s):  
Sherzod M. Mirakhmedov
Keyword(s):  
Large Deviations ◽  
Random Vector ◽  
Large Deviation ◽  
Multinomial Distribution ◽  
Negative Integer ◽  
Probabilities Of Large Deviations ◽  
Divergence Statistics ◽  
Power Divergence

Let η = (η1, …, ηN) be a multinomial random vector with parameters n = η1 + ⋯ + ηN and pm > 0, m = 1, …, N, p1 + ⋯ + pN = 1. We assume that N →∞ and maxpm → 0 as n →∞. The probabilities of large deviations for statistics of the form h1(η1) + ⋯ + hN(ηN) are studied, where hm(x) is a real-valued function of a non-negative integer-valued argument. The new large deviation results for the power-divergence statistics and its most popular special variants, as well as for several count statistics are derived as consequences of the general theorems.

A Lévy Based Approach to Random Vector Fields: With a View Towards Turbulence

2014 ◽  
Vol 15 (7-8) ◽  
Author(s):  
Emil Hedevang ◽  
Jürgen Schmiegel
Keyword(s):  
Random Vector ◽  
Vector Fields ◽  
Vector Valued ◽  
Deterministic Matrix

AbstractUsing integration of deterministic, matrix-valued functions with respect to vector-valued, volatility modulated Lévy bases, we construct random vector fields on

Covariance Models for Divergence-Free and Curl-Free Random Vector Fields

2012 ◽  
Vol 28 (3) ◽  
pp. 433-451 ◽  
Author(s):  
Michael Scheuerer ◽  
Martin Schlather
Keyword(s):  
Random Vector ◽  
Vector Fields ◽  
Covariance Models ◽  
Divergence Free
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