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bounded deviation

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  • Deviation risk measure — In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method than a general risk measure. Deviation risk measures generalize the concept of standard… …   Wikipedia

  • Tilted large deviation principle — In mathematics mdash; specifically, in large deviations theory mdash; the tilted large deviation principle is a result that allows one to generate a new large deviation principle from an old one by tilting , i.e. integration against an… …   Wikipedia

  • Info-gap decision theory — is a non probabilistic decision theory that seeks to optimize robustness to failure – or opportuneness for windfall – under severe uncertainty,[1][2] in particular applying sensitivity analysis of the stability radius type[3] to perturbations in… …   Wikipedia

  • Uncertainty principle — In quantum physics, the Heisenberg uncertainty principle states that locating a particle in a small region of space makes the momentum of the particle uncertain; and conversely, that measuring the momentum of a particle precisely makes the… …   Wikipedia

  • Jitter — For other meanings of this word, see Jitter (disambiguation). Jitter is the undesired deviation from true periodicity of an assumed periodic signal in electronics and telecommunications, often in relation to a reference clock source. Jitter may… …   Wikipedia

  • Robust statistics — provides an alternative approach to classical statistical methods. The motivation is to produce estimators that are not unduly affected by small departures from model assumptions. Contents 1 Introduction 2 Examples of robust and non robust… …   Wikipedia

  • Lp space — In mathematics, the Lp spaces are function spaces defined using a natural generalization of the p norm for finite dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue (Dunford Schwartz 1958, III.3),… …   Wikipedia

  • Maximum entropy probability distribution — In statistics and information theory, a maximum entropy probability distribution is a probability distribution whose entropy is at least as great as that of all other members of a specified class of distributions. According to the principle of… …   Wikipedia

  • Network calculus — is a theoretical framework for analysing performance guarantees in computer networks. As traffic flows through a network it is subject to constraints imposed by the system components, for example: link capacity traffic shapers (leaky buckets)… …   Wikipedia

  • Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function …   Wikipedia

  • celestial mechanics — the branch of astronomy that deals with the application of the laws of dynamics and Newton s law of gravitation to the motions of heavenly bodies. [1815 25] * * * Branch of astronomy that deals with the mathematical theory of the motions of… …   Universalium

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