LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.

MODERATE DEVIATIONS AND LARGEDE VIATIONS FOR A TEST OF SYMMETRY BASED ON KERNEL DENSITY ESTIMATOR

Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.

MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS

We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.

MODERATE DEVIATIONS FROM HYDRODYNAMIC LIMIT OF A GINZBURG-LANDAU MODEL

The authors consider the moderate deviations of hydrodynamic limit for Ginzburg-Landau models. The moderate deviation principle of hydrodynamic limit for a specific Ginzburg-Landau model is obtained and an explicit formula of the rate function is derived.

SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES

This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes.

CENTRAL LIMIT THEOREM AND MODERATE DEVIATIONS FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain the stochastic Burgers’ equation and the stochastic reaction-diffusion equation. The weak convergence method plays an important role.

Large Deviations and Moderate Deviations for the Chi-Square Test in Type Ⅱ Error

We study the asymptotics tot the statistic of chi-square in type Ⅱ error. By the contraction principle, the large deviations and moderate deviations are obtained, and the rate function of moderate deviations can be calculated explicitly which is a squared function.

Effects of Comprehensive Eccentricity of Involute Cam on Gear Profile Deviations

The manufacturing accuracy of ultra-precision master gears signifies the technological capability of the ultra-precision gear.Currently,there is little report about the manufacturing technologies of ultra-precision master gears at home and aboard.In order to meet the requirement of grinding ultra precision master gear,the gear grinder with flat-faced wheel Y7125 is chosen as the object machine tool and the geometric model of its precision generating part,the involute cam,is established.According to the structure of the involute cam,the effective working section and its adjustable range of the cam are determined,and the mathematical expressions of the effects of comprehensive eccentricity of the involute cam on gear profile deviations are derived.According to the primary harmonic trends of the deviation curve,it is shown that gear profile form and slope deviations in different work generating sections of the involute cam are different which the latter changes with the cam eccentricity obviously.Then,the issues of extreme values and methods of error compensation are studied and the conclusion that large adjustable range is benefit to search the optimal involute-cam section which is responding to the minimum gear profile deviations is obtained.A group of examples are calculated by choosing master gears with d=120 mm and m=2-6 mm and an involute cam with base diameter djcam =117 mm.And it is found that the maximum gear profile deviation counts for no more than 5% of the cam eccentricity after error compensation.A gear-grinding experiment on the master gear with m=2 mm is conducted by choosing different sections of the involute cam and the differences of gear profile deviations then the existence of the cam eccentricity are verified.The research discloses the rule of gear profile deviations caused by the comprehensive eccentricity of the involute cam and provides the theoretical guidance and the processing methods for grinding profile of the ultra precision master gear.

MOMENTS AND LARGE DEVIATIONS FOR SUPERCRITICAL BRANCHING PROCESSES WITH IMMIGRATION IN RANDOM ENVIRONMENTS

Let(Z_(n))be a branching process with immigration in a random environmentξ,whereξis an independent and identically distributed sequence of random variables.We show asymptotic properties for all the moments of Z_(n) and describe the decay rates of the n-step transition probabilities.As applications,a large deviation principle for the sequence log Z_(n) is established,and related large deviations are also studied.

Large Deviations for Heavy-tailed Random Variables in Prospective-loss Process

In this paper, we study the precise large deviations for the prospectiveloss process with consistently varying tails. The obtained results improve some related known ones.

What is ＂normal＂ intraoperative blood pressure and do deviations from it really affect postoperative outcome？

In our clinical practice, we are accustomed to dealing with perioperative hemodynamic and blood pressure changes on a daily basis. Intraoperative blood pressure variations outside of the accepted ＂normal＂ physiologic ranges are in fact very common.

Analysis of Deviations in an Agent and Ontology-Based Dialogue Management System

Algorithms of detecting dialogue deviations from a dialogue topic in an agent and ontology-based dialogue management system（AODMS） are proposed. In AODMS, agents and ontologies are introduced to represent domain knowledge. And general algorithms that model dialogue phenomena in different domains can be realized in that complex relationships between knowledge in different domains can be described by ontologies. An evaluation of the dialogue management system with deviation-judging algorithms on 736 utterances shows that the AODMS is able to talk about the given topic consistently and answer 86.6 % of the utterances, while only 72.1% of the utterances can be responded correctly without deviation-judging module.

MODERATE DEVIATIONS FOR THE BESSEL CLOCK

By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.

Large and Moderate Deviations for Projective Systems and Projective Limits

One of the active fields in applied probability, the last two decades, is that of large deviations theory i.e. the one dealing with the (asymptotic) computation of probabilities of rare events which are exponentially small as a function of some parameter e.g. the amplitude of the noise perturbing a dynamical system. Basic ideas of the theory can be tracked back to Laplace, the first rigorous results are due to Cramer although a clear definition was introduced by Varadhan in 1966. Large deviations estimates have been proved to be the crucial tool in studying problems in Statistics, Physics (Thermodynamics and Statistical Mechanics), Finance (Monte-Carlo methods, option pricing, long term portfolio investment) and in Applied probability (queuing theory). The aim of this work is to describe one of the (recent) methods of proving large deviations results, namely that of projective systems. We compare the method with the one of projective limits and show the advantages of the first. These advantages are due to the fact that: 1) the arguments are direct and the proofs of the basic results of the theory are much easier and simpler;2) we are able to extend most of these results using suitable projective systems. We apply the method in the case of a) sequences of i.i.d. r.v.’s and b) sequences of exchangeable r.v.’s. All the results are being proved in a simple “unified” way.

Climate Change Assessment Using Negative Extreme Deviations of Surface Temperature Field (Case Study: Tbilisi)

To conduct regional climate change assessment for the selected location (Tbilisi) more than century period hydrometeorological observation data of day-night minimal temperature is used. In the presented paper only temperature negative values of whole winter season are used. The temperature field change is characterized by the following four parameters: the minimal temperature sum (winter-day temperature is less than zero) of winter frost days;frost day number;season minimal temperature and the occurrence date of season minimal temperature. The modular structure of the above listed parameters has been studied and the mathematical expressions for temporal changes of those parameters have been obtained considering dynamical norms and cyclical changes. The intensity of this change in terms of global warming has been determined. One of the main parameters determining climate change is the variations of temperature field. Despite the fact that this parameter has been modified in the large range due to numerous impacts, they kept stable and provide sustainable equilibrium of the Earth’s energy potential during long-term (several decades) period. This was the reason why the Earth climate remained unchained. As it is known, the anthropogenic impact on the environment has breached the sustainable balance of the Earth energy potential, the potential has been gradually grown almost for more than a century and is known by the name of global warming. The above-mentioned process has already created the greatest threat to the existence of Earth’s biosphere and if it still continues the catastrophic results eventually have to be expected. This led that the problem solving has been set as an urgent task. The numerous fundamental studies for all regions of the world have been carried out to assess the intensity of this process.

Edge detection in the potential field using the correlation coefficients of multidirectional standard deviations

Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named correlation coefficient of multidirectional standard deviations（CCMS） that is solely based on statistics. First, we prove the reliability of the proposed method using a single model and then a combination of models. The proposed method is evaluated by comparing the results with those obtained by other edge-detection methods. The CCMS method offers outstanding recognition, retains the sharpness of details, and has low sensitivity to noise. We also applied the CCMS method to Bouguer anomaly data of a potash deposit in Laos. The applicability of the CCMS method is shown by comparing the inferred tectonic framework to that inferred from remote sensing（RS） data.

Methodology for the Study of the Quality of CFRP Dry Drilling Based on Macrogeometrical and Dimensional Deviations

Commonly, Carbon Fiber Reinforced Plastics (CFRP) aerospace elements need to be machined (drilling) for subsequent assembly operations, mainly riveting, taking a critical importance the quality requirements of the holes. Some of the adjustment defects that can be produced during the dry drilling of CFRP are related to macrogeometrical (diameter, D, and cylindricity, DC) deviations. This paper reports on the results of a study of the influence of the cutting parameters V (cutting speed) and f (feedrate) on the D and DC deviations in the dry drilling of CFRP. A particular procedure based on plastic hole replicas has been performed. Diameters deviations were acceptable in all the cases studied. Because of this, DC is the controlling factor for accepting the drilled holes. In the studied range, lowest cutting speeds and highest feedrates have allowed obtaining the minimum cylindricity deviation.

RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS

We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.

LARGE DEVIATIONS FOR SOME DEPENDENT SEQUENCES

Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn 〉 n） ≤ cn^-p/2, Yulin Li （Statist. Probab. Lett. 62 （2003） 317） generalized the result to the case when p ∈ （1,2] and obtained μ（Sn 〉 n） ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ（Sn 〉 n） as those for martingale difference sequence.

Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models

This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.