Showing 1 - 4 results of 4 for search '"large deviations theory"', query time: 0.06s Refine Results
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    A Note on a Random Walk on the L-Lattice and Relative First-Passage-Time Problems by Serena Spina

    Published 2025-04-01
    “…The asymptotic behavior of the process is studied, both in the classical sense and involving the large deviations theory. We investigate first-passage-time problems of the random walk through certain straight lines, and we determine the related probabilities in closed form and other features of interest. …”
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    Cosmology on point: modelling spectroscopic tracer one-point statistics by Beth McCarthy Gould, Lina Castiblanco, Cora Uhlemann, Oliver Friedrich

    Published 2025-01-01
    “…The matter PDF can be well predicted at mildly non-linear scales using large deviations theory. This work extends those predictions to biased tracers like dark matter halos and the galaxies they host. …”
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    Sample-Path Large Deviations in Credit Risk by V. J. G. Leijdekker, M. R. H. Mandjes, P. J. C. Spreij

    Published 2011-01-01
    “…As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the probabilities involved. …”
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