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
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.
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