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Found 167 Documents (Results 1–100)

The quantum mean field state as a limit of canonical states: Maxwell-Boltzmann statistics. (English) Zbl 0865.60101

Fannes, Mark (ed.) et al., On three levels. Micro-, meso-, and macro-approaches in physics. Proceedings of a NATO Advanced Research Workshop, Leuven, Belgium, July 19–23, 1993. New York, NY: Plenum Press. NATO ASI Ser., Ser. B, Phys. 324, 393-397 (1994).
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Large deviations and the thermodynamic formalism: A new proof of the equivalence of ensembles. (English) Zbl 0863.60102

Fannes, Mark (ed.) et al., On three levels. Micro-, meso-, and macro-approaches in physics. Proceedings of a NATO Advanced Research Workshop, Leuven, Belgium, July 19–23, 1993. New York, NY: Plenum Press. NATO ASI Ser., Ser. B, Phys. 324, 183-192 (1994).
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Large deviations and local limit theorems for Markov chains on one-dimensional hypergroups. (Große Abweichungen und lokale Grenzwertsätze für Markov-Ketten auf eindimensionalen Hypergruppen.) (German) Zbl 0863.60012

München: Tech. Univ. München, Math. Inst. 84 S. (1994).
Reviewer: M.Voit (Tübingen)
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Large deviation and fluid approximations in control of stochastic systems. (English) Zbl 0856.60036

Kelly, F. P. (ed.), Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. Wiley Series in Probability and Mathematical Statistics. Probability and Mathematical Statistics. 159-171 (1994).
MSC:  60F10
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Multiple Wiener-Itô integrals: An introductory survey. (English) Zbl 0877.60035

Houdré, Christian (ed.) et al., Chaos expansions, multiple Wiener-Itô integrals and their applications. Papers of the workshop, Guanajuato, Mexico, July 27-31, 1992. Boca Raton, FL: CRC Press. Probability and Stochastics Series. 1-33 (1994).
MSC:  60H05 60-02
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On large deviations in averaging principle for systems of stochastic differential equations with unbounded coefficients. (English) Zbl 0847.60039

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 735-742 (1994).
MSC:  60H10 60F10
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On accuracy of approximation with stable laws. (English) Zbl 0851.60018

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 591-604 (1994).
MSC:  60F05 60F10
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Limit theorems for the local density of measures in the hypotheses testing problems of counting processes. (English) Zbl 0841.62075

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 497-515 (1994).
MSC:  62M07 60F10
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Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains. (English) Zbl 0849.60069

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 89-98 (1994).
Reviewer: Z.Jurek (Wrocław)
MSC:  60J10 60F10 60F05
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Large deviations in approximation by Poisson law. (English) Zbl 0849.60020

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 1-18 (1994).
Reviewer: Z.Jurek (Wrocław)
MSC:  60F10
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Malliavin calculus and asymptotic expansion for the density of an invariant probability of a Markov chain. (Calcul de Malliavin et développement asymptotique de la densité d’une probabilité invariante d’une chaîne de Markov.) (French) Zbl 0844.60029

Fascicule de probabilités. Séminaire de probabilités, Université de Rennes, France, année 1994. Rennes: Université de Rennes, IRMAR, Publ. Inst. Rech. Math. Rennes. Exp. 10, 48 p. (1994).
MSC:  60H07 60F10
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Random processes generated by a hyperbolic sequence of mappings. II. (English. Russian original) Zbl 0846.58043

Russ. Acad. Sci., Izv., Math. 44, No. 3, 617-627 (1995); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 58, No. 3, 184-195 (1994).
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Entropy minimization problems with linear constraints, Schrödinger bridge and a conditional Sanov theorem. (English) Zbl 0833.60002

Guttalu, Ramesh S. (ed.), Mechanics and control. Proceedings of the 5th workshop on control mechanics, in honor of the 70th birthday of Professor Angelo Miele, January 21-23, 1992 at the University of Southern California, Los Angeles, CA, USA. New York, NY: Plenum Press. 21-39 (1994).
MSC:  60A10 60F10
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Droplet condensation in the Ising model: Moderate deviations point of view. (English) Zbl 0832.60032

Grimmett, Geoffrey (ed.), Probability and phase transition. Proceedings of the NATO Advanced Study Institute on probability theory of spatial disorder and phase transition, Cambridge, UK, July 4-16, 1993. Dordrecht: Kluwer Academic Publishers. NATO ASI Ser., Ser. C, Math. Phys. Sci. 420, 17-34 (1994).
MSC:  60F10 82C44
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Asymptotic properties of distributions of the maximum of a Gaussian nonstationary process occurring in covariance statistic. (English. Russian original) Zbl 0834.60039

Theory Probab. Appl. 39, No. 3, 527-534 (1994); translation from Teor. Veroyatn. Primen. 39, No. 3, 641-649 (1994).
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Convergence of convolutions of concentration functions to degenerate, normal, and Poisson laws. (English. Russian original) Zbl 0832.60033

Theory Probab. Appl. 39, No. 2, 197-216 (1994); translation from Teor. Veroyatn. Primen. 39, No. 2, 248-271 (1994).
MSC:  60F10
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Random processes generated by a hyperbolic sequence of mappings. I. (English. Russian original) Zbl 0832.58027

Russ. Acad. Sci., Izv., Math. 44, No. 2, 247-279 (1995); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 58, No. 2, 40-72 (1994).
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Refined large deviation limit theorems. (English) Zbl 0832.60001

Pitman Research Notes in Mathematics Series 315. Harlow: Longman Scientific & Technical (ISBN 978-0-582-25499-2/hbk; 978-0-367-44934-6/pbk; 978-1-003-41703-3/ebook). xii, 212 p. (1994).
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Process level large deviations for a class of piecewise homogeneous random walks. (English) Zbl 0819.60029

Freidlin, Mark I. (ed.), The Dynkin Festschrift. Markov processes and their applications. In celebration of Eugene B. Dynkin’s 70th birthday. Boston, MA: Birkhäuser. Prog. Probab. 34, 1-59 (1994).
MSC:  60F10 60G50
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Some large deviation results for Gaussian measures. (English) Zbl 0813.60027

Hoffmann-Jørgensen, Jørgen (ed.) et al., Probability in Banach spaces, 9: Proceedings from the 9th international conference on probability in Banach spaces, held at Sandbjerg, Denmark, August 16-21, 1993. Boston, MA: Birkhäuser. Prog. Probab. 35, 251-270 (1994).
MSC:  60F10 60G15
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Projective systems in large deviation theory. II: Some applications. (English) Zbl 0811.60018

Hoffmann-Jørgensen, Jørgen (ed.) et al., Probability in Banach spaces, 9: Proceedings from the 9th international conference on probability in Banach spaces, held at Sandbjerg, Denmark, August 16-21, 1993. Boston, MA: Birkhäuser. Prog. Probab. 35, 241-250 (1994).
MSC:  60F10
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Stochastic analysis on infinite dimensional spaces. Proceedings of the U.S.-Japan bilateral seminar, January 4-8, 1994, Baton Rouge, LA, USA. (English) Zbl 0801.00037

Pitman Research Notes in Mathematics Series. 310. Harlow, Essex: Longman Scientific Technical. New York, NY: Wiley. 324 p. (1994).
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