Admiralty Manual for Ascertaining and Applying the Deviations of the Compass Caused by the Iron in a Ship

Admiralty Manual for Ascertaining and Applying the Deviations of the Compass Caused by the Iron in a Ship PDF Author: Frederick John Evans
Publisher:
ISBN:
Category : Compass
Languages : en
Pages : 166

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Large Deviations

Large Deviations PDF Author: Frank den Hollander
Publisher: American Mathematical Soc.
ISBN: 0821871722
Category : Mathematics
Languages : en
Pages : 146

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Limit Theorems for Large Deviations

Limit Theorems for Large Deviations PDF Author: L. Saulis
Publisher: Springer Science & Business Media
ISBN: 9401135304
Category : Mathematics
Languages : en
Pages : 232

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"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O.H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1:re of this series

The Mathematical Theory of the Deviations of the Compass

The Mathematical Theory of the Deviations of the Compass PDF Author: John Adams Howell
Publisher:
ISBN:
Category : Compass
Languages : en
Pages : 126

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Large Deviations Techniques and Applications

Large Deviations Techniques and Applications PDF Author: Amir Dembo
Publisher: Springer Science & Business Media
ISBN: 3642033113
Category : Science
Languages : en
Pages : 396

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Book Description
Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Entropy, Large Deviations, and Statistical Mechanics

Entropy, Large Deviations, and Statistical Mechanics PDF Author: Richard S. Ellis
Publisher: Springer
ISBN: 3540290605
Category : Mathematics
Languages : en
Pages : 367

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From the reviews: "... Each chapter of the book is followed by a notes section and by a problems section. There are over 100 problems, many of which have hints. The book may be recommended as a text, it provides a completly self-contained reading ..." --S. Pogosian in Zentralblatt für Mathematik

Large Deviations for Discrete-Time Processes with Averaging

Large Deviations for Discrete-Time Processes with Averaging PDF Author: O. V. Goulinskï
Publisher: VSP
ISBN: 9789067641487
Category : Mathematics
Languages : en
Pages : 186

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Book Description
This book is mainly based on the Cramir--Chernoff renowned theorem, which deals with the 'rough' logarithmic asymptotics of the distribution of sums of independent, identically distributed random variables. The authors approach primarily the extensions of this theory to dependent, and in particular, nonmarkovian cases on function spaces. Recurrent algorithms of identification and adaptive control form the main examples behind the large deviation problems in this volume. The first part of the book exploits some ideas and concepts of the martingale approach, especially the concept of the stochastic exponential. The second part of the book covers Freindlin's approach, based on the Frobenius-type theorems for positive operators, which prove to be effective for the cases in consideration.

Large Deviations for Stochastic Processes

Large Deviations for Stochastic Processes PDF Author: Jin Feng
Publisher: American Mathematical Soc.
ISBN: 1470418703
Category :
Languages : en
Pages : 410

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Book Description
The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.

Deviations From Uncovered Interest Parity

Deviations From Uncovered Interest Parity PDF Author: Mr.Evan Tanner
Publisher: International Monetary Fund
ISBN: 1451941641
Category : Business & Economics
Languages : en
Pages : 24

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Book Description
Ex-post deviations from uncovered interest parity (UIP) – realized differences between dollar returns on identical assets of different currencies – equal the real interest differential plus real exchange rate growth. Among industrialized countries, UIP deviations are largely explained by unanticipated real exchange rate growth, but among developing countries, real interest differentials are “where the action is.” This observation is due to the greater variability of inflation in developing countries, but may also stem from higher and more variable risks and capital controls in these countries. Also, among developing countries with moderate inflation, offsetting comovements of real interest differentials and real exchange growth support the sticky-price hypothesis.

A Course on Large Deviations with an Introduction to Gibbs Measures

A Course on Large Deviations with an Introduction to Gibbs Measures PDF Author: Firas Rassoul-Agha
Publisher: American Mathematical Soc.
ISBN: 0821875787
Category : Large deviations
Languages : en
Pages : 318

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Book Description
This is an introductory course on the methods of computing asymptotics of probabilities of rare events: the theory of large deviations. The book combines large deviation theory with basic statistical mechanics, namely Gibbs measures with their variational characterization and the phase transition of the Ising model, in a text intended for a one semester or quarter course. The book begins with a straightforward approach to the key ideas and results of large deviation theory in the context of independent identically distributed random variables. This includes Cramér's theorem, relative entropy, Sanov's theorem, process level large deviations, convex duality, and change of measure arguments. Dependence is introduced through the interactions potentials of equilibrium statistical mechanics. The phase transition of the Ising model is proved in two different ways: first in the classical way with the Peierls argument, Dobrushin's uniqueness condition, and correlation inequalities and then a second time through the percolation approach. Beyond the large deviations of independent variables and Gibbs measures, later parts of the book treat large deviations of Markov chains, the Gärtner-Ellis theorem, and a large deviation theorem of Baxter and Jain that is then applied to a nonstationary process and a random walk in a dynamical random environment. The book has been used with students from mathematics, statistics, engineering, and the sciences and has been written for a broad audience with advanced technical training. Appendixes review basic material from analysis and probability theory and also prove some of the technical results used in the text.