𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic expansions at work : 074019 (M11) Jensen J.L., Institute of Mathematics, Denmark, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 143–152

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

The aftermath of Cramér's work on stocha
The aftermath of Cramér's work on stochastic processes : 074015 (M11) Masani P.R., University of Pittsburgh, USA, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 66–96
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

## Reviews chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity. $.\_~\_ Applications are made to some standard forms of insurance.

Factorization theory for probability dis
Factorization theory for probability distributions : 074013 (M11) Bondesson L., University of Uppsala, Sweden, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 44–53
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

## Reviews chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity. $.\_~\_ Applications are made to some standard forms of insurance.

Risk theory of the second and third kind
Risk theory of the second and third kind : 074012 (M11) Embrechts P., Department of Mathematics, Switzerland, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 35–43
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

Abstracts and Reviews chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity. $.\_~\_ Applications are made to some standard forms of insurance.