Search results for "large deviation"
showing 10 items of 13 documents
Forecasting the pulse
2013
Purpose – The steady increase of data on human behavior collected online holds significant research potential for social scientists. The purpose of this paper is to add a systematic discussion of different online services, their data generating processes, the offline phenomena connected to these data, and by demonstrating, in a proof of concept, a new approach for the detection of extraordinary offline phenomena by the analysis of online data. Design/methodology/approach – To detect traces of extraordinary offline phenomena in online data, the paper determines the normal state of the respective communication environment by measuring the regular dynamics of specific variables in data documen…
Scalable and Privacy-Preserving Admission Control for Smart Grids
2015
International audience; Energy demand and production need to be constantly matched in the power grid. The traditional paradigm to continuously adapt the production to the demand is challenged by the increasing penetration of more variable and less predictable energy sources, like solar photovoltaics and wind power. An alternative approach is the so called direct control of some inherently flexible electric loads to shape the demand. Direct control of deferrable loads presents analogies with flow admission control in telecommunication networks: a request for network resources (bandwidth or energy) can be delayed on the basis of the current network status in order to guarantee some performanc…
Varadhan estimates without probability: lower bound
2007
We translate in semi-group theory our proof of Varadhan estimates for subelliptic Laplacians which was using the theory of large deviations of Wentzel-Freidlin and the Malliavin Calculus of Bismut type.
Modification of the Bloch law in ferromagnetic nanostructures
2014
The temperature dependence of magnetization in ferromagnetic nanostructures (e.g., nanoparticles or nanoclusters) is usually analyzed by means of an empirical extension of the Bloch law sufficiently flexible for a good fitting to the observed data and indicates a strong softening of magnetic coupling compared to the bulk material. We analytically derive a microscopic generalization of the Bloch law for the Heisenberg spin model which takes into account the effects of size, shape and various surface boundary conditions. The result establishes explicit connection to the microscopic parameters and differs significantly from the existing description. In particular, we show with a specific examp…
Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions
2015
We numerically investigate the generation of solitons in current-biased long Josephson junctions in relation to the superconducting lifetime and the voltage drop across the device. The dynamics of the junction is modelled with a sine-Gordon equation driven by an oscillating field and subject to an external non-Gaussian noise. A wide range of $\alpha$-stable L\'evy distributions is considered as noise source, with varying stability index $\alpha$ and asymmetry parameter $\beta$. In junctions longer than a critical length, the mean switching time (MST) from superconductive to the resistive state assumes a values independent of the device length. Here, we demonstrate that such a value is direc…
Energy-independent new physics in the flavour ratios of high-energy astrophysical neutrinos
2010
We have studied the consequences of breaking the CPT symmetry in the neutrino sector, using the expected high-energy neutrino flux from distant cosmological sources such as active galaxies. For this purpose we have assumed three different hypotheses for the neutrino production model, characterised by the flavour fluxes at production phi(0)(e) : phi(0)(mu) : phi(0)(tau) = 1 : 2 : 0, 0 : 1 : 0, and 1 : 0 : 0, and studied the theoretical and experimental expectations for the muon-neutrino flux at Earth, phi(mu), and for the flavour ratios at Earth, R = phi(mu)/phi(e) and S = phi(tau)/phi(mu). CPT violation (CPTV) has been implemented by adding an energy-independent term to the standard neutrin…
CPasymmetries inBsdecays and spontaneousCPviolation
1999
We study the possible effects of new physics in $\mathrm{CP}$ asymmetries in two-body ${B}_{s}$ decays in left-right models with spontaneous $\mathrm{CP}$ violation. Considering the contributions of new $\mathrm{CP}$ phases to the ${B}_{s}$ mixing as well as to the penguin-dominated decay amplitudes we show that, with the present constraints, large deviations from the standard model predictions in $\mathrm{CP}$ asymmetries are allowed in both cases. The detection of new physics can be achieved by measuring nonzero asymmetries which are predicted to vanish in the standard model or by comparing two measurements which are predicted to be equal in the standard model. In particular, we show that…
Witnessing nonclassicality through large deviations in quantum optics
2019
Non-classical correlations in quantum optics as resources for quantum computation are important in the quest for highly-specialized quantum devices. The standard way to investigate such effects relies on either the characterization of the inherent features of sources and circuits or the study of the output radiation of a given optical setup. The latter approach demands an extensive description of the output fields, but often overlooks the dynamics of the sources. Conversely, the former discards most of the information about the single trajectories, which are observed in experimental measurements. In this work we provide a natural link between the two frameworks by exploiting the thermodynam…
Analysis of random walks on a hexagonal lattice
2019
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a 2-dimensional Brownian motion is also discussed. Furthermore, we obtain some results on its asymptotic behavior making use of large deviation theory. Finally, we investigate the first-passage-time problem of the random walk through a vertical straight-line. Under suitable symmetry assumptions we are able to determine the first-passage-time probabilities in a closed form, which deserve interest in applied fields.
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…