A stochastic model for the force of interest : 074018 (M11) Di Lorenzo E., Sibillo M., Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Vol. 22, nr. 2, 1995, pp. 255–258
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 117 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
Donsker-Varadhan theory, and other modern developments. We then apply the large deviation theorems to three models in statist_i.cal mechanics, the Curie-Weiss model, the Curie-Weiss-Potts model, and the Ising model. These models are analyzed by the three respective levels of the Donsker-Varadhan theory: the sample means (level l), the empirical measures (level 2), and the empirical processes and fields (level 3). In the last section a general approach to the large deviation analysis of models in statistical mechanics is formulated.
📜 SIMILAR VOLUMES
Abstracts and Reviews theory, random walk, test functions, ruin probability, all kinds of continuous data. ladder height. Keywords: quantized data, risk models. c .~~ \_ 074022 (Mll) Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model. M13:
the private health insurance, the premiums react significantly sharper to the variation of the calculation basis cancellation than the premiums of the core : .~~ \_.