Λέσχη Φίλων Στατιστικής - GrStats forum
AUEB SEMINARS - 20/4/2016: A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems Forumgrstats

Join the forum, it's quick and easy

Λέσχη Φίλων Στατιστικής - GrStats forum
AUEB SEMINARS - 20/4/2016: A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems Forumgrstats
Λέσχη Φίλων Στατιστικής - GrStats forum
Would you like to react to this message? Create an account in a few clicks or log in to continue.
Για προβλήματα εγγραφής και άλλες πληροφορίες επικοινωνήστε με : grstats.forum@gmail.com ή grstats@stat-athens.aueb.gr

Go down
grstats
grstats
Posts : 965
Join date : 2009-10-21
http://stat-athens.aueb.gr/~grstats/

AUEB SEMINARS - 20/4/2016: A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems Empty AUEB SEMINARS - 20/4/2016: A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems

Mon 18 Apr 2016 - 11:12
AUEB SEMINARS - 20/4/2016: A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems 2zrzx1j



ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ – ΑΠΡΙΛΙΟΣ 2016

Μιχαήλ Λουλάκης
National Technical University of Athens

A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems

ΤΕΤΑΡΤΗ 20/4/2016
13:00

ΑΙΘΟΥΣΑ 607, 6ος ΟΡΟΦΟΣ,
ΚΤΙΡΙΟ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ
(ΕΥΕΛΠΙΔΩΝ & ΛΕΥΚΑΔΟΣ)

ΠΕΡΙΛΗΨΗ
We investigate the conditional distribution of a sample of subexponential random variables subject to a large deviation of their sum. In contrast to Gibbs’s conditioning theorem for variables satisfying Cramer’s condition, it turns out that the deviation is realised by a single variable, while the rest of the sample asymptotically retains the prior distribution. As an application we investigate the equilibrium fluctuations of the size of the largest cluster in a condensing Zero Range Process.



AUEB STATISTICS SEMINAR SERIES – APRIL 2016

Michail Loulakis
National Technical University of Athens

A large deviations theorem for subexponential r.v.’s with an application to Interacting Particle Systems

WEDNESDAY 20/4/2016
13:00

ROOM 607, 6th FLOOR,
POSTGRADUATE STUDIES BUILDING
(EVELPIDON & LEFKADOS)

ABSTRACT
We investigate the conditional distribution of a sample of subexponential random variables subject to a large deviation of their sum. In contrast to Gibbs’s conditioning theorem for variables satisfying Cramer’s condition, it turns out that the deviation is realised by a single variable, while the rest of the sample asymptotically retains the prior distribution. As an application we investigate the equilibrium fluctuations of the size of the largest cluster in a condensing Zero Range Process.

Back to top
Permissions in this forum:
You cannot reply to topics in this forum