Keywords: انحرافات متوسط; 60G55; 60F10; Moderate deviations; Large deviations; Multivariate Hawkes processes; Point processes; Self-exciting processes;
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Moderate deviations for neutral stochastic differential delay equations with jumps
Keywords: انحرافات متوسط; 60F10; 60H10; Moderate deviations; Neutral stochastic differential delay equations; Poisson random measure;
Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
Keywords: انحرافات متوسط; 60F10; 62H15; High-dimensional normal distribution; Likelihood ratio tests; Moderate deviations;
Keywords: انحرافات متوسط; primary; 60F10; 60H05; secondary; 60G15; Cumulants; Large deviation probabilities; Moderate deviations; Wiener chaos;
Keywords: انحرافات متوسط; 60F10; 11A67; 11K55Large deviations; Moderate deviations; Modified Engel continued fractions; Good rate function
Keywords: انحرافات متوسط; 60F10; 62G20; 62G30Large deviations; Moderate deviations; Order statistics; Spacings
Keywords: انحرافات متوسط; 60F10; 11A67Large deviations; Moderate deviations; Alternating Engel expansion
Keywords: انحرافات متوسط; 60G50; 60G70; 60F10; 60F05; Extreme value theory; Increments of random walks; ErdÅs-Rényi law; Large deviations; Moderate deviations; Multiscale scan statistic; Cramér series; Gumbel distribution; Double sum method; Subgaussian distributions; Change-
Keywords: انحرافات متوسط; Moderate deviations; Stochastic recursions;
Keywords: انحرافات متوسط; Moderate deviations; ββ-Hermite ensembles; ββ-Laguerre ensembles; Eigenvalues
Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
Keywords: انحرافات متوسط; Moving average; Unit root; Moderate deviations;
Asymptotic results for a multivariate version of the alternative fractional Poisson process
Keywords: انحرافات متوسط; 60F10; 33E12; 60G22; Large deviations; Moderate deviations; Weighted Poisson distribution; First kind error probability;
Dynamical moderate deviations for the Curie-Weiss model
Keywords: انحرافات متوسط; primary; 60F10; 60J99; Moderate deviations; Interacting particle systems; Mean-field interaction; Viscosity solutions; Hamilton-Jacobi equation;
Asymptotic theory for LAD estimation of moderate deviations from a unit root
Keywords: انحرافات متوسط; Autoregressive model; Moderate deviations; LAD estimation
Asymptotic properties for M-estimators in linear models with dependent random errors
Keywords: انحرافات متوسط; Linear model; M-estimators; Moderate deviations; Strong Bahadur representation; Law of the iterated logarithm
Moderate deviations for the energy of charged polymer
Keywords: انحرافات متوسط; 60F15Charged polymer; Stable random walk; Local time; Moderate deviations
Cramér large deviation expansions for martingales under Bernstein’s condition
Keywords: انحرافات متوسط; primary, 60G42, 60F10, 60E15; secondary, 60F05Expansions of large deviations; Cramér type large deviations; Large deviations; Moderate deviations; Exponential inequality; Bernstein’s condition; Central limit theorem
Asymptotics related to a series of T.L. Lai
Keywords: انحرافات متوسط; 60G50; 60F15Tail probabilities of sums of i.i.d. random variables; Moderate deviations; Lai law; Normal distribution
Asymptotic analysis of the optimal cost in some transportation problems with random locations
Keywords: انحرافات متوسط; Calculus of variations; Central limit theorem; Large deviations; Matching problem; Moderate deviations; Monge–Kantorovich problem; Optimal transport
Large and moderate deviations in testing time inhomogeneous diffusions
Keywords: انحرافات متوسط; Hypothesis testing; Inhomogeneous diffusions; Large deviations; Log-likelihood ratio process; Moderate deviations;
Smoothing local-to-moderate unit root theory
Keywords: انحرافات متوسط; C22; Edgeworth expansion; Local to unity; Moderate deviations; Unit root distribution;
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
Keywords: انحرافات متوسط; primary; 60F10; 62J05; 60J05; secondary; 7M05; 37M10; Large deviation; Lévy process; Moderate deviations; Quadratic variational process;
Asymptotic results for the two-parameter Poisson–Dirichlet distribution
Keywords: انحرافات متوسط; primary, 60F10; secondary, 92D10Poisson–Dirichlet distribution; Two-parameter Poisson–Dirichlet distribution; GEM representation; Homozygosity; Large deviations; Moderate deviations
Sample path large and moderate deviations for risk model with delayed claims
Keywords: انحرافات متوسط; 60F10; 60G55; 60J27; 91B30; Large deviations; Moderate deviations; Risk model with delayed claims;
Moderate deviations for LS estimator in simple linear EV regression model
Keywords: انحرافات متوسط; 60F10; 62F12; LS estimator; EV regression model; Moderate deviations;
Subgeometric rates of convergence of f-ergodic strong Markov processes
Keywords: انحرافات متوسط; primary, 60J25, 37A25; secondary, 60F10, 60J35, 60J60Subgeometric ergodicity; Regularity; Foster’s criterion; Resolvent; Moderate deviations; Langevin diffusions; Hypoelliptic diffusions; Storage models
Moderate deviations and law of the iterated logarithm in L1(Rd)L1(Rd) for kernel density estimators
Keywords: انحرافات متوسط; primary, 60F10, 62G07; secondary, 62F12Kernel density estimator; Moderate deviations; Law of the iterated logarithm
Limit theory for moderate deviations from a unit root
Keywords: انحرافات متوسط; C22; Central limit theory; Explosive autoregression; Local to unity; Moderate deviations; Unit root distribution;
Moderate deviations of maximum likelihood estimator for independent not identically distributed case
Keywords: انحرافات متوسط; 62F12; 62H12; 62E20; 60F10Maximum likelihood estimator; Fisher information; Moderate deviations
Series of moderate deviation probabilities for martingales
Keywords: انحرافات متوسط; Martingale difference; Davis' theorems; Moderate deviations;
The storage capacity of the Hopfield model and moderate deviations
Keywords: انحرافات متوسط; 82C32; 82B44; 60K35; Hopfield model; Neural networks; Storage capacity; Moderate deviations; Large deviations; Spin glasses;
MDP for integral functionals of fast and slow processes with averaging
Keywords: انحرافات متوسط; 60J27; 60F10; Moderate deviations; Poisson equation; Puhalskii theorem;