- Central Limit Type Theorem and Large Deviation Principle for Multi-Scale McKean-Vlasov SDEs
2021/12/15 by Wei Hong, Shihu Li, Hong, Wei +5 · 5 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Applied mathematics #Bar (unit) #Central limit theorem #Convergence (economics) #Gas Dynamics and Kinetic Theory #Large deviations theory #Limit (mathematics) #Mathematical analysis #Mathematical physics #Mathematics #Physics #Quantum mechanics #Rate function #Scale (ratio) #Statistical physics #Statistics #Stochastic differential equation #Stochastic processes and financial applications #Type (biology) #Vlasov equation #Weak convergence
- Universal fluctuation of the average height in the early-time regime of one-dimensional Kardar–Parisi–Zhang-type growth
2006/05/30 by Deok-Sun Lee, Deok‐Sun Lee, Doochul Kim · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Ansatz #Bethe ansatz #Complex Systems and Time Series Analysis #Cumulant #Function (biology) #Geometry #Large deviations theory #Mathematical physics #Mathematics #Physics #Rate function #Scaling #Statistical physics #Statistics #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #Type (biology) #Zhàng #cond-mat.stat-mech