Displaying similar documents to “Moderate Deviations for I.I.D. Random Variables”

Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers

Jamal Najim (2010)

ESAIM: Probability and Statistics

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A Large Deviation Principle (LDP) is proved for the family 1 n ∑ 1 n 𝐟 ( x i n ) · Z i n where the deterministic probability measure 1 n ∑ 1 n δ x i n converges weakly to a probability measure R and ( Z i n ) i ∈ ℕ are ℝ d -valued independent random variables whose distribution depends on x i n and satisfies the following exponential moments condition: sup i , n 𝔼 e α * | Z i n | < + ∞ forsome 0 < α * < + ∞ . In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis...

Impact of the variations of the mixing length in a first order turbulent closure system

Françoise Brossier, Roger Lewandowski (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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This paper is devoted to the study of a turbulent circulation model. Equations are derived from the “Navier-Stokes turbulent kinetic energy” system. Some simplifications are performed but attention is focused on non linearities linked to turbulent eddy viscosity  ν t . The mixing length ℓ acts as a parameter which controls the turbulent part in ν t . The main theoretical results that we have obtained concern the uniqueness of the solution for bounded eddy viscosities and small values of ℓ ...