Top Tweets for #largedeviations
#PRE Editors' suggestion: Large deviations in statistics of the local time and occupation time for a run and tumble particle.
Authors: Soheli Mukherjee, Pierre Le Doussal, and Naftali R. Smith
๐ https://t.co/vc62zeurdo
#LargeDeviations #RareEvents
Sharp Probability Tail Estimates for Portfolio Credit Risk
by Jeffrey F. Collamore, Hasitha de Silva, and Anand N. Vidyashankar
https://t.co/S7mQTir6MJ
#largedeviations #tailapproximations #ExpectedShortfall
Any comments are welcomed.๐
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