large-deviations

There are 0 repository under large-deviations topic.

• gabriele-di-bona / ARW

  Here, we propose an adaptive random walk (ARW), which, differently from the maximum entropy random walk, maximizes dispersion by updating its transition rule on the local information collected while exploring the network. The ARW is obtained via a large-deviation representation of the MERW as a finite-time rare event of an unbiased random walk and study its dynamics on synthetic and real-world networks.

  random-walklarge-deviationsmaximum-entropy
  Language:Jupyter Notebook 2

• dastu08 / adaptive-power-method

  This project is an implementation of the Adaptive Power Method (APM). It simulates a random walk on an Erdős-Rényi random graph to compute the scaled culumant generating function (SCGF) and rate function of the mean degree a time additive observable.

  erdos-renyilarge-deviationsrandom-walkadaptive-power-method
  Language:C++ 1

• yketa / active_work

  Code developed for a research project at the University of Cambridge, supervised by Robert Jack.

  active-mattercomputational-physicscpplarge-deviationspython
  Language:Python 1

• OGCJN / Extremes-of-Shepp-statistics-for-Gaussian-random-walk

  We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.

  asymptoticsdeviationsextremeextremesgaussiangaussian-random-walkhigh-level-excursionsincrementslargelarge-deviationsrandomsheppshepp-statisticsstatisticstheoryvaluewalk
  0

• OGCJN / Extremes-of-Shepp-statistics-for-the-Wiener-process

  We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.

  shepp-statisticswiener-processincrementshigh-level-excursionsextremeslarge-deviationsasymptoticssheppstatisticswienerprocessextremevaluetheorylargedeviations
  0

• SudipSinha / writings

  Most of my writings — notes, talks, travelogues, thoughts, and the rest

  mathematicsmathematics-educationmathematics-notescategory-theoryset-theorymathematical-logicreal-analysiscomplex-analysisprobability-theoryprobability-theory-measure-basedstochastic-analysistensor-productlarge-deviationstopologytalkspresentationstravelogthoughtsnumber-theorycombinatorics
  Language:TeX 0

• yketa / DAMTP_MSC_2019_Wiki

  Wiki of a research project at the University of Cambridge, supervised by Robert Jack, and at the Université de Paris, supervised by Frédéric van Wijland.

  active-mattercomputational-physicslarge-deviationsnonequilibrium-physicsstatistical-physics
  Language:HTML 0

• nicholasferguson / LD-SPATT

  LD-SPATT (spatt, statistics for patterns) gsl 2.1 on Win64. VC2015. ported to win64. Large Deviation on coin tosses in s/h. And on Markov Sequences in C++ code.. Also excel s/h

  deviationsexcellargelarge-deviations
  Language:C

• Pardoxa / sir_animal

  Source code of paper "Rare Events of Host Switching for Diseases using a SIR Model with Mutations"

  disease-spreadlarge-deviationsmonte-carlophysics-simulationrare-events
  Language:Rust