Displaying similar documents to “Moderate deviations for a Curie–Weiss model with dynamical external field”

Large deviations for directed percolation on a thin rectangle

Jean-Paul Ibrahim (2011)

ESAIM: Probability and Statistics

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Following the recent investigations of Baik and Suidan in [(2005) 325–337] and Bodineau and Martin in [10 (2005) 105–112 (electronic)], we prove large deviation properties for a last-passage percolation model in ℤ whose paths are close to the axis. The results are mainly obtained when the random weights are Gaussian or have a finite moment-generating function and rely, as in [J. Baik and T.M. Suidan, (2005) 325–337] and [T. Bodineau and J. Martin, 10 (2005) 105–112 (electronic)],...

A note on quenched moderate deviations for Sinai's random walk in random environment

Francis Comets, Serguei Popov (2010)

ESAIM: Probability and Statistics

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We consider the continuous time, one-dimensional random walk in random environment in Sinai's regime. We show that the probability for the particle to be, at time and in a typical environment, at a distance larger than () from its initial position, is exp{-Const ⋅ ln(1))}.

Discrete time markovian agents interacting through a potential

Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler (2013)

ESAIM: Probability and Statistics

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A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active...

Sojourn time in ℤ+ for the Bernoulli random walk on ℤ

Aimé Lachal (2012)

ESAIM: Probability and Statistics

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Let (S) be the classical Bernoulli random walk on the integer line with jump parameters  ∈ (01) and  = 1 − . The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly this sojourn time through a particular counting process of the zeros of the walk as done by Chung & Feller [35 (1949) 605–608], simpler representations may be obtained for its probability...

Smooth and sharp thresholds for random -XOR-CNF satisfiability

Nadia Creignou, Hervé Daudé (2010)

RAIRO - Theoretical Informatics and Applications

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The aim of this paper is to study the threshold behavior for the satisfiability property of a random -XOR-CNF formula or equivalently for the consistency of a random Boolean linear system with variables per equation. For we show the existence of a sharp threshold for the satisfiability of a random -XOR-CNF formula, whereas there are smooth thresholds for and .

A Generalized Model of PAC Learning and its Applicability

Thomas Brodag, Steffen Herbold, Stephan Waack (2014)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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We combine a new data model, where the random classification is subjected to rather weak restrictions which in turn are based on the Mammen−Tsybakov [E. Mammen and A.B. Tsybakov, 27 (1999) 1808–1829; A.B. Tsybakov, 32 (2004) 135–166.] small margin conditions, and the statistical query (SQ) model due to Kearns [M.J. Kearns, 45 (1998) 983–1006] to what we refer to as PAC + SQ model. We generalize the class conditional constant noise (CCCN) model introduced by Decatur [S.E. Decatur, in...

Meeting time of independent random walks in random environment

Christophe Gallesco (2013)

ESAIM: Probability and Statistics

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We consider, in the continuous time version, independent random walks on Z in random environment in Sinai’s regime. Let be the first meeting time of one pair of the random walks starting at different positions. We first show that the tail of the quenched distribution of , after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the...

Sojourn time in ℤ for the Bernoulli random walk on ℤ

Aimé Lachal (2012)

ESAIM: Probability and Statistics

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Let (Sk)k≥1 be the classical Bernoulli random walk on the integer line with jump parameters p ∈ (0,1) and q = 1 − p. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly...

Detecting abrupt changes in random fields

Antoine Chambaz (2010)

ESAIM: Probability and Statistics

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This paper is devoted to the study of some asymptotic properties of a -estimator in a framework of detection of abrupt changes in random field's distribution. This class of problems includes recovery of sets. It involves various techniques, including -estimation method, concentration inequalities, maximal inequalities for dependent random variables and -mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply...

On the invariant measure of the random difference equation Xn = AnXn−1 + Bn in the critical case

Sara Brofferio, Dariusz Buraczewski, Ewa Damek (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the autoregressive model on ℝ defined by the stochastic recursion = −1 + , where {( , )} are i.i.d. random variables valued in ℝ× ℝ+. The critical case, when 𝔼 [ log A 1 ] = 0 , was studied by Babillot, Bougerol and Elie, who proved that there exists a unique invariant Radon measure for the Markov chain { }. In the present paper we prove that the weak limit of properly...

Universality of slow decorrelation in KPZ growth

Ivan Corwin, Patrik L. Ferrari, Sandrine Péché (2012)

Annales de l'I.H.P. Probabilités et statistiques

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There has been much success in describing the limiting spatial fluctuations of growth models in the Kardar–Parisi–Zhang (KPZ) universality class. A proper rescaling of time should introduce a non-trivial temporal dimension to these limiting fluctuations. In one-dimension, the KPZ class has the dynamical scaling exponent = 3/2, that means one should find a universal space–time limiting process under the scaling of time as , space like 2/3 and fluctuations like 1/3 as → ∞. In this paper...

Asymptotic properties of autoregressive regime-switching models

Madalina Olteanu, Joseph Rynkiewicz (2012)

ESAIM: Probability and Statistics

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The statistical properties of the likelihood ratio test statistic (LRTS) for autoregressive regime-switching models are addressed in this paper. This question is particularly important for estimating the number of regimes in the model. Our purpose is to extend the existing results for mixtures [X. Liu and Y. Shao, 31 (2003) 807–832] and hidden Markov chains [E. Gassiat, 38 (2002) 897–906]. First, we study the case of mixtures of autoregressive models (independent regime switches). In...