English

Moderate deviations via cumulants

Probability 2012-09-28 v1

Abstract

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations probabilities due to Rudzkis, Saulis and Statulevicius. The examples of random objects we treat include dependency graphs, subgraph-counting statistics in Erd\H{o}s-R\'enyi random graphs and UU-statistics. Moreover, we prove moderate deviation principles for certain statistics appearing in random matrix theory, namely characteristic polynomials of random unitary matrices as well as the number of particles in a growing box of random determinantal point processes like the number of eigenvalues in the GUE or the number of points in Airy, Bessel, and sin\sin random point fields.

Keywords

Cite

@article{arxiv.1012.5027,
  title  = {Moderate deviations via cumulants},
  author = {Hanna Doering and Peter Eichelsbacher},
  journal= {arXiv preprint arXiv:1012.5027},
  year   = {2012}
}

Comments

24 pages

R2 v1 2026-06-21T17:03:12.650Z