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Large Deviation Theorem for Empirical Measures of Degenerate Diffusion Processes
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作者 刘秀芹 席福宝 《Journal of Beijing Institute of Technology》 EI CAS 2001年第3期233-239,共7页
A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differen... A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved 展开更多
关键词 empirical measures large deviation diffusion process
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WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES
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作者 席福宝 赵丽琴 《Acta Mathematica Scientia》 SCIE CSCD 2004年第2期301-306,共6页
This paper considers diffusion processes {X^(?)(t)} on R^2, which are perturbations of dynamical system {X(t)} (dX(t)=b(X(t))dt) on R^2. By means of weak convergence of probability measures, the authors characterize t... This paper considers diffusion processes {X^(?)(t)} on R^2, which are perturbations of dynamical system {X(t)} (dX(t)=b(X(t))dt) on R^2. By means of weak convergence of probability measures, the authors characterize the limit behavior for empirical measures of {X^(?)(t)} in a neighborhood domain of saddle point of the dynamical system as the perturbations tend to zero. 展开更多
关键词 empirical measures weak convergence saddle point
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ON THE MEASURABILITY FOR FUNCTIONAL OF EMPIRICAL PROCESSES
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作者 朱力行 《Acta Mathematica Scientia》 SCIE CSCD 1992年第4期457-462,共6页
In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit techni... In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study. 展开更多
关键词 ON THE MEASURABILITY FOR FUNCTIONAL OF empirical PROCESSES
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RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS 被引量:6
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作者 高付清 徐明周 《Acta Mathematica Scientia》 SCIE CSCD 2012年第5期1826-1834,共9页
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.
关键词 sublinear expectation relative entropy large deviation empirical measure
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Upper Large Deviations for Mixing Random Sequence 被引量:1
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作者 ZHANG YONG YANG XIAO-YUN DONG ZHI-SHAN Wang De-hui 《Communications in Mathematical Research》 CSCD 2010年第3期219-229,共11页
In this article, we prove upper large deviations for the empirical measure generated by stationary mixing random sequence under some suitable assumptions and upper large deviations for the mixing random sequence.
关键词 mixing sequence empirical measure large deviation
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Stochastic Systems Arising from Markov Modulated Empirical Measures 被引量:1
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作者 YIN Gang BUI Trang 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2017年第5期999-1011,共13页
This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete ev... This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete events that are not represented in the primary sequences. One novel feature is that in lieu of the usual scaling in empirical measure sequences, the authors consider scaling in both space and time, which leads to new limit results. Under broad conditions, it is shown that a scaled sequence of the empirical measure converges weakly to a number of Brownian bridges modulated by a continuous-time Markov chain. Ramifications and special cases are also considered. 展开更多
关键词 Brownian bridge limit empirical measure multi-scale modeling regime-switching model weak convergence
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Large deviations for empirical measures of switching diffusion processes with small parameters 被引量:1
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作者 Xiaocui MA Fubao XI 《Frontiers of Mathematics in China》 SCIE CSCD 2015年第4期949-963,共15页
We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small para... We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters. 展开更多
关键词 Switching diffusion process empirical measure large deviation
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Unified Limits and Large Deviation Principles forβ-Laguerre Ensembles in Global Regime
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作者 Yu Tao MA 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2023年第7期1271-1288,共18页
Let(λ_(1),...,λ_(n)) be β-Laguerre ensembles with parametersβ,p,n and μ_(n):=1/n∑^(n)_(i=1)δ_(Xi) with for 1≤i≤n.In this paper,asβvaries and satisfies lim_(n→∞)log n/βn=0,we offer a modified Marchenko-Pas... Let(λ_(1),...,λ_(n)) be β-Laguerre ensembles with parametersβ,p,n and μ_(n):=1/n∑^(n)_(i=1)δ_(Xi) with for 1≤i≤n.In this paper,asβvaries and satisfies lim_(n→∞)log n/βn=0,we offer a modified Marchenko-Pastur,law or semicircle law as the weak limits for the sequence μ_(n) when lim_(n→∞)n/p=γ∈(0,1]or lim_(n→∞)n/p=0,respectively.This recovers some well-known results.Moreover,we give a full large deviation principle of μ_(n) with speed βn^(2) and good rate function I_(γ) under the same condition to characterize the speed of the convergence.The minimizer of I_(γ) is a modified Marchenko-Pastur law forγ∈(0,1]and the semicircle law forγ=0. 展开更多
关键词 β-Laguerre ensemble large deviation principle empirical measure semicircular law Marchenko–Pastur law
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Reliability Evaluation of IEEE 802.11p-Based Vehicle-to-Vehicle Communication in an Urban Expressway 被引量:5
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作者 Yizhi Wang Jianming Hu +1 位作者 Yi Zhang Chao Xu 《Tsinghua Science and Technology》 SCIE EI CAS CSCD 2015年第4期417-428,共12页
IEEE 802.11p/DSRC (Dedicated Short Range Communication) is considered to be a promising wireless communication standard for enhancing transportation safety and efficiency. However, IEEE 802.11p-based Vehicle- to-Veh... IEEE 802.11p/DSRC (Dedicated Short Range Communication) is considered to be a promising wireless communication standard for enhancing transportation safety and efficiency. However, IEEE 802.11p-based Vehicle- to-Vehicle (V2V) communication is still unreliable because of the complicating factors of high vehicle speed and complex radio environments. In this paper, we performed a data-based evaluation of V2V communication reliability, using real-world measurements in a typical urban expressway in Beijing. With respect to the characteristics of the urban expressway and our experimental data, we found road slope and traffic density to be the major environmental factors having a significant impact on the V2V communication's Line-Of-Sight (LOS) conditions. On the basis of these two factors, we propose a fuzzy classification method for the LOS conditions, and separate the real- time communication environments into different LOS cases. For each LOS case, we quantify the metrics as received signal strength indication, packet delivery rate, and communication latency. The results reveal that the communication reliability in urban expressways is very unstable because of the changing LOS conditions. This study provides a useful reference for the IEEE 802.11 p-based cooperative systems in urban expressways. 展开更多
关键词 IEEE 802.11p V2V communication empirical measurement urban expressway line-of-sight condition
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LARGE DEVIATIONS FOR STATIONARY Φ-MIXING SEQUENCES IN τ-TOPOLOGY
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作者 Hu YIJUN Department of Mathematics, Wuhan University, Wuhan 430072, China. 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1996年第2期149-158,共10页
The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, und... The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, under somewhat weaker assumptions than those of Bryc,the author extends Bryc's results by taking the finer topology which is generated by the integralsover bounded measurable functions. 展开更多
关键词 Large deviation empirical measure Stationary sequence Φ-MIXING τ-topology
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