Search results for "Large"

showing 10 items of 2197 documents

Large systems of path-repellent Brownian motions in a trap at positive temperature

2006

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from escaping to infinity, and a pair-interaction Hamiltonian, which imposes a repellency of the $N$ paths. In fact, this interaction is an $N$-dependent regularisation of the Brownian intersection local times, an object which is of independent interest in the theory of stochastic processes. The time horizon (interpreted as the inverse temperature) is kept fixed. We analyse the model for diverging number of Brownian motions in terms of a large deviation princip…

Statistics and ProbabilityFOS: Physical scienceslarge deviationssymbols.namesakeQuantum systemFOS: MathematicsGross-Pitaevskii formula60J6560F10; 60J65; 82B10; 82B26Brownian motionMathematical PhysicsEnergy functionalMathematicsInteracting Brownian motionsStochastic process82B10Mathematical analysisProbability (math.PR)Brownian excursionMathematical Physics (math-ph)Brownian intersection local timessymbolsoccupation measure82B26Large deviations theoryStatistics Probability and UncertaintyHamiltonian (quantum mechanics)Rate functionMathematics - Probability60F10
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Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence

2016

The geometric median, also called L 1 -median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has been introduced by Cardot et?al. (2013). This work aims at studying more precisely the asymptotic behavior of the estimators of the geometric median based on such non linear stochastic gradient algorithms. The L p rates of convergence as well as almost sure rates of convergence of these estimators are derived in general separable Hilbert spaces. Moreover, the optimal rates of convergence in quadratic mean of the averaged algorithm are also given.

Statistics and ProbabilityNumerical AnalysisRobust statisticsHilbert spaceEstimatorContext (language use)010103 numerical & computational mathematicsGeometric median01 natural sciencesSeparable space010104 statistics & probabilitysymbols.namesakeLaw of large numbersConvergence (routing)symbols0101 mathematicsStatistics Probability and UncertaintyAlgorithmMathematicsJournal of Multivariate Analysis
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Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

2021

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subodinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in Di Crescenzo A., Macci C., Martinucci B. (2014).

Statistics and ProbabilityPure mathematicsSubordinatormoderate deviationsInversefractional processfractional process; large deviations; moderate deviations; tempered stable subordinatorlarge deviationsChain (algebraic topology)FOS: MathematicsProbability-generating function60F10 60J27 60G22 60G52MathematicsMarkov chainlcsh:T57-57.97lcsh:MathematicsProbability (math.PR)State (functional analysis)tempered stable subordinatorlcsh:QA1-939Modeling and SimulationSettore MAT/06lcsh:Applied mathematics. Quantitative methodsLarge deviations theoryStatistics Probability and UncertaintyRandom variableMathematics - Probability
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An Adaptive Parallel Tempering Algorithm

2013

Parallel tempering is a generic Markov chainMonteCarlo samplingmethod which allows good mixing with multimodal target distributions, where conventionalMetropolis- Hastings algorithms often fail. The mixing properties of the sampler depend strongly on the choice of tuning parameters, such as the temperature schedule and the proposal distribution used for local exploration. We propose an adaptive algorithm with fixed number of temperatures which tunes both the temperature schedule and the parameters of the random-walk Metropolis kernel automatically. We prove the convergence of the adaptation and a strong law of large numbers for the algorithm under general conditions. We also prove as a side…

Statistics and ProbabilityScheduleMathematical optimizationta112Adaptive algorithmErgodicityta111Mixing (mathematics)Law of large numbersKernel (statistics)Convergence (routing)Discrete Mathematics and CombinatoricsParallel temperingStatistics Probability and UncertaintyAlgorithmMathematicsJournal of Computational and Graphical Statistics
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On the stability and ergodicity of adaptive scaling Metropolis algorithms

2011

The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike the previously proposed forms of the algorithms, the adapted scaling parameter is not constrained within a predefined compact interval. The first algorithm is based on scale adaptation only, while the second one incorporates also covariance adaptation. A strong law of large numbers is shown to hold assuming that the target density is smooth enough and has either compact support or super-exponentially decaying tails.

Statistics and ProbabilityStochastic approximationMathematics - Statistics TheoryStatistics Theory (math.ST)Law of large numbersMultiple-try Metropolis01 natural sciencesStability (probability)010104 statistics & probabilityModelling and Simulation65C40 60J27 93E15 93E35Adaptive Markov chain Monte CarloFOS: Mathematics0101 mathematicsScalingMetropolis algorithmMathematicsta112Applied Mathematics010102 general mathematicsRejection samplingErgodicityProbability (math.PR)ta111CovarianceRandom walkMetropolis–Hastings algorithmModeling and SimulationAlgorithmStabilityMathematics - ProbabilityStochastic Processes and their Applications
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A PHASE TRANSITION FOR LARGE VALUES OF BIFURCATING AUTOREGRESSIVE MODELS

2019

We describe the asymptotic behavior of the number $$Z_n[a_n,\infty )$$ of individuals with a large value in a stable bifurcating autoregressive process, where $$a_n\rightarrow \infty $$ . The study of the associated first moment is equivalent to the annealed large deviation problem of an autoregressive process in a random environment. The trajectorial behavior of $$Z_n[a_n,\infty )$$ is obtained by the study of the ancestral paths corresponding to the large deviation event together with the environment of the process. This study of large deviations of autoregressive processes in random environment is of independent interest and achieved first. The estimates for bifurcating autoregressive pr…

Statistics and Probability[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Phase transitionrandom environmentGeneral Mathematicsmedia_common.quotation_subjectmoderate deviationslimit-theoremsmarkov-chainsStatistics::Other StatisticsBranching processdeviation inequalities92D2501 natural sciencesAsymmetry010104 statistics & probability[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]Convergence (routing)[MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO]Applied mathematics60C05[MATH]Mathematics [math]0101 mathematicsautoregressive process60J20lawMathematicsBranching processmedia_commonEvent (probability theory)parametersconvergenceMarkov chain010102 general mathematics[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO][MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Large deviationslarge deviations Mathematics Subject Classification (2010): 60J8060K37Autoregressive modelcellsLarge deviations theoryStatistics Probability and Uncertaintyasymmetry60F10
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FIRST MEASUREMENT OF THE STRANGE QUARK ASYMMETRY AT THE Z(0) PEAK

1995

A measurement of the strange quark forward-backward asymmetry at the Z0 peak was performed using 718,000 multihadronic Z0 decays collected by the DELPHI detector at LEP in 1992. The s-quark was tagged by the presence of high momentum charged kaons identified by the Ring Imaging Cherenkov detector and by Λ0;s decaying into pπ-. The s-quark purity obtained was estimated for the two hadrons to be 43%. The average s-quark asymmetry was found to be 0.131±0.035 (stat.) ±0.013 (syst.). The forward-backward asymmetry was measured for unresolved d-and s-quarks, tagged by the detection of a high energy neutron or neutral kaon in the Hadron Calorimeter. The combined d-and s-quark purity was 69% and th…

Strange quarkParticle physicsPhysics and Astronomy (miscellaneous)s-quarkLUND MONTE-CARLOHigh Energy Physics::LatticeElectron–positron annihilationmedia_common.quotation_subjectHadronNuclear TheoryLUND MONTE-CARLO; CHARGE ASYMMETRY; HADRONIC DECAYS; Z0; ANNIHILATION; EVENTS; JETSLambda01 natural sciencesAsymmetryRing-imaging Cherenkov detectorPartícules (Física nuclear)EVENTSNuclear physics0103 physical sciencesDELPHI; asymmetry; Z0 resonance; s-quark[PHYS.HEXP]Physics [physics]/High Energy Physics - Experiment [hep-ex]NeutronZ0ANNIHILATION010306 general physicsNuclear ExperimentCHARGE ASYMMETRYEngineering (miscellaneous)DELPHImedia_commonPhysics010308 nuclear & particles physicsHigh Energy Physics::PhenomenologyWeinberg angleLARGE ELECTRON POSITRON COLLIDERZ0 resonancePARTICLE PHYSICS; LARGE ELECTRON POSITRON COLLIDER; DELPHIJETSPARTICLE PHYSICSHigh Energy Physics::ExperimentCol·lisionadors d'hadronsHADRONIC DECAYSasymmetryParticle Physics - Experiment
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Intra-tumor heterogeneity of Diffuse Large B-cell Lymphoma involves the induction of diversified stroma-tumor interfaces

2020

ABSTRACTIntra-tumor heterogeneity in lymphoid malignancies is articulated around several fundamentals, encompassing selection of genetic subclonal events and epigenetic regulation of transcriptional programs. Clonally-related neoplastic cell populations are unsteadily subjected to immune editing and metabolic adaptations within different tissue microenvironments. How tissue-intrinsic mesenchymal determinants impact on the diversification of aggressive lymphomas is still unknown. In this study we adopted the established A20 line-based model of Diffuse Large B-cell Lymphoma (DLBCL), to investigate the intra-tumor heterogeneity associated with the infiltration of different tissue microenvironm…

Stromal cellStromahemic and lymphatic diseasesMatricellular proteinMesenchymal stem cellmedicineCancer researchNeoplastic cellEpigeneticsBiologymedicine.diseaseDiffuse large B-cell lymphomaLymphoma
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Managing Talent for Organisational Learning

2011

[EN] The phenomenon of globalisation and the intensification of change mean that firms increasingly require an internal structure that fosters the genesis and application of new knowledge. If the firm's objective is to achieve continuous learning then organisational variables and managerial purpose through talent management are essential for access to superior knowledge assets. This study takes an in-depth look at the relationship between a political phenomenon (talent management) and a natural one (organisational learning and/or knowledge creation) within a particular organisational framework. The aim is to obtain evidence of the effect of organisational variables on learning and knowledge…

Structure (mathematical logic)Organizational Behavior and Human Resource ManagementKnowledge managementbusiness.industryPerspective (graphical)Organisational designKnowledge creationEducationManagementGlobalizationPoliticsKnowledge creationLarge Spanish firmsTalent managementPhenomenonTalent managementORGANIZACION DE EMPRESASNatural (music)Business and International ManagementOrganisational learningbusiness
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Supercontinuum generation in chalcogenides : application to gas spectroscopy in atmospheric band III

2023

This thesis work aims to contribute to the development of new fiber sources emitting over a wide range of wavelengths in the IR, in particular to detect greenhouse gases in the mid-infrared range. Our spectroscopy results with nitrous oxide N2O and methane CH4 are obtained in band III. To achieve this, the generation of supercontinuum (SC) covering band III was made possible by using chalcogenide optical fibers, purified and free of highly toxic elements according to REACH regulations, in particular arsenic and antimony. The fibrable vitreous composition belonging to the Ge-Se-Te ternary system fits perfectly into the context of sustainable development, it is the one that has been identifie…

Supercontinuum large bande[CHIM.MATE] Chemical Sciences/Material chemistryOptical fiberBroadband supercontinuumCapteur de gazChalcogenideInfraredGas sensorInfrarougeChalcogénureFibre optique
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