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Michael Wilkinson, a physicist at the Open University, in Milton Keynes, has used "large deviation theory" – a way of looking at extremely rare events – to understand the process.
large deviation theory.
Bressloff [13] covers the connection between the path integral approach and large deviation theory.
This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory.
For example, there is an intimate connection between the action and the rate function of large deviation theory [13, 32].
Since traditional Taguchi method fails to optimize multiple performance characteristics, maximum deviation theory is applied to convert multiple performance characteristics into an equivalent single performance characteristic.
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The resulting action is consistent with that obtained using large-deviation theory.
This underlying Hamiltonian structure of a stochastic hybrid system has also been identified using large-deviation theory [34, 41]; see below.
Nevertheless, it turns out that the resulting action (S[u,p]) is identical to one obtained using large-deviation theory [41 43].
It turns out that the principal eigenvalue of the linear equation (3.4) can be related to the rate function of large-deviation theory, as we explain in Sect.
Specifically, based on the large-deviation theory and premise that the steady-state queue length exists, the probability of the queue length Q t) exceeding a certain threshold x decays exponentially fast as x increases [30], shown as begin{array}rcl@ - limlimits_{xrightarrow infty}frac{ln left text{Pr}left{Q infty geq xright}right)}{x} = theta.
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