Large deviation for BSDE with subdifferential operator

In this paper we prove that the solution of a backward stochastic differential equation, which involves a subdifferential operator and associated to a family of reflecting diffusion processes, converges to the solution of a deterministic backward equation and satisfes a large deviation principle.

Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

Reply to Comment on ``Towards a large deviation theory for strongly correlated systems''

The computational study commented by Touchette opens the door to a desirable generalization of standard large deviation theory for special, though ubiquitous, correlations. We focus on three interrelated aspects: (i) numerical results strongly suggest that the standard exponential probability law is asymptotically replaced by a power-law dominant term; (ii) a subdominant term appears to reinforce the thermodynamically extensive entropic nature of q-generalized rate function; (iii) the correlations we discussed, correspond to Q -Gaussian distributions, differing from Lévy?s, except in the case of Cauchy?Lorentz distributions. Touchette has agreeably discussed point (i), but, unfortunately, points (ii) and (iii) escaped to his analysis. Claiming the absence of connection with q-exponentials is unjustified.

Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

Reduced L_1 level width and Coster-Kronig yields by relaxation and continuum interactions in atomic zinc

Calculations of the level width \gamma( L_1) and the f_12 and f_13 Coster-Kronig yields for atomic zinc have been performed with Dirac-Fock wave functions. For \gamma(L_1), a large deviation between theory and evaluated data exists. We include the incomplete orthogonality of the electron orbitals as well as the interchannel interaction of the decaying states. Orbital relaxation reduces the total rates in all groups of the electron-emission spectrum by about 10-20 %. Different, however, is the effect of the continuum interaction. The L_1-L_23X Coster-Kronig part of the spectrum is definitely reduced in its intensity, whereas the MM and MN spectra are slightly enhanced. This results in a reduction of Coster-Kronig yields, where for medium and heavy elements considerable discrepancies have been found in comparison to relativistic theory. Briefly, we discuss the consequences of our calculations for heavier elements.

Influence of different drying methods on tbe rheological properties of raisins

The rheological parameters of raisins were obtained after three different drying methods: convective, osmo-convective and solar drying. Compression tests were applied to rehydrated samples by using a Texture Analyzer TAXT2i. A mathematical trick was used to determine the stress and area was calculated along the deformation. A power law model could adequately fit stress-true strain curves and parameters; K (measure of stiffness) and n (solid behavior index) were obtained as a function of water activity between 0.755 to 0.432. Results showed that these parameters were strongly dependent on water activity for all drying methods. The constant K, which indicates the resistance against deformation, increased with decreasing water activity. on the other hand, increasing water activity resulted in higher solid behavior indexes, showing a large deviation from the Hookean behavior.

Intercomparison of C-14 Analysis of Carbonaceous Aerosols: Exercise 2009

Radiocarbon analysis of the carbonaceous aerosol allows an apportionment of fossil and non-fossil sources of airborne particulate matter (PM). A chemical separation of total carbon (TC) into its subfractions organic carbon (OC) and elemental carbon (EC) refines this powerful technique, as OC and EC originate from different sources and undergo different processes in the atmosphere. Although C-14 analysis of TC, EC, and OC has recently gained increasing attention, interlaboratory quality assurance measures have largely been missing, especially for the isolation of EC and OC. In this work, we present results from an intercomparison of 9 laboratories for C-14 analysis of carbonaceous aerosol samples on quartz fiber filters. Two ambient PM samples and 1 reference material (RM 8785) were provided with representative filter blanks. All laboratories performed C-14 determinations of TC and a subset of isolated EC and OC for isotopic measurement. In general, C-14 measurements of TC and OC agreed acceptably well between the laboratories, i.e. for TC within 0.015-0.025 (FC)-C-14 for the ambient filters and within 0.041 (FC)-C-14 for RM 8785. Due to inhomogeneous filter loading, RM 8785 demonstrated only limited applicability as a reference material for C-14 analysis of carbonaceous aerosols. C-14 analysis of EC revealed a large deviation between the laboratories of 28-79 as a consequence of different separation techniques. This result indicates a need for further discussion on optimal methods of EC isolation for C-14 analysis and a second stage of this intercomparison.

On Special Case of Multiple Hypotheses Optimal Testing for Three Differently Distributed Random Variables

2000 Mathematics Subject Classification: 62P30.

Computation of rare transitions in the barotropic quasi-geostrophic equations

We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier–Stokes equations in regimes where bistability between two coexisting large-scale attractors exist. By means of large deviations and instanton theory with the use of an Onsager–Machlup path integral formalism for the transition probability, we show how one can directly compute the most probable transition path between two coexisting attractors analytically in an equilibrium (Langevin) framework and numerically otherWe adapt a class of numerical optimization algorithms known as minimum action methods to simple geophysical turbulent models. We show that by numerically minimizing an appropriate action functional in a large deviation limit, one can predict the most likely transition path for a rare transition between two states. By considering examples where theoretical predictions can be made, we show that the minimum action method successfully predicts the most likely transition path. Finally, we discuss the application and extension of such numerical optimization schemes to the computation of rare transitions observed in direct numerical simulations and experiments and to other, more complex, turbulent systems.

Routine as deviation

We draw on evidence scattered across thick descriptions of organizations to outline an alternative model of routine. Instead of defining routine as a process of compliance with prescribed rules and procedures we define it as a process of deviation from the prescribed elements of organizations, resulting from the mutual constitution of repetitive work and improvisation. This view of routine underscores its adaptive nature and suggests that flexibility can be achieved not only by nimble and openly innovative organizations but also by large and organizations engaging in ‘closet’ innovation.

Search for metastable heavy charged particles with large ionisation energy loss in pp collisions at root s=8 TeV using the ATLAS experiment

Many extensions of the Standard Model predict the existence of charged heavy long-lived particles, such as R-hadrons or charginos. These particles, if produced at the Large Hadron Collider, should be moving non-relativistically and are therefore identifiable through the measurement of an anomalously large specific energy loss in the ATLAS pixel detector. Measuring heavy long-lived particles through their track parameters in the vicinity of the interaction vertex provides sensitivity to metastable particles with lifetimes from 0.6 ns to 30 ns. A search for such particles with the ATLAS detector at the Large Hadron Collider is presented, based on a data sample corresponding to an integrated luminosity of 18.4 fb−1 of pp collisions at s√ = 8 TeV. No significant deviation from the Standard Model background expectation is observed, and lifetime-dependent upper limits on R-hadrons and chargino production are set. Gluino R-hadrons with 10 ns lifetime and masses up to 1185 GeV are excluded at 95% confidence level, and so are charginos with 15 ns lifetime and masses up to 482 GeV.

Using one-year claim development to chose a large claim reserving technique

Mestrado em Ciências Actuariais