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Moderate deviations for random field Curie-Weiss models
Random field Curie-Weiss model disordered mean-field moderate deviations large deviations transfer principle
2012/6/21
The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interes...
Moderate Deviations for a Curie-Weiss model with dynamical external field
moderate deviations large deviations statistical mechanics Curie-Weiss model dynamic random walks
2011/8/24
Abstract: In the present paper we prove moderate deviations for a Curie-Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard. The re...
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of...
Central limit theorem and moderate deviations principle for dependent risks
Dependence structures opulas
2010/9/25
In the present paper, we consider the models for large dependent risk portfolios, especially for credit risk models. Furthermore, the central limit theorem and moderate deviations principle of models ...
Moderate Deviations for Random Sums of Heavy-Tailed Random Variables
large deviations moderate deviations extended regular variation Poisson process
2007/12/11
Let $\{X_n ; n\geq 1\}$ be a sequence of independent non-negative random variables with common distribution function $F$ having extended regularly varying tail and finite mean $\mu=E(X_1)$ and let $\{...
THE STRUCTURE AND PRECISE MODERATE DEVIATIONS OF RANDOM VARIABLES WITH DOMINATEDLY VARYING TAILS
Structure precise moderate deviations
2007/8/7
This paper shows the structure of the random variables with dominatedly varyingtails and that of the associated random variables, and obtains some results on theser.v.s' precise moderate deviations wi...