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Following Weaver we study generalized differential operators, called (metric) derivations, and their linear algebraic properties. In particular, for k = 1, 2 we show that measures on k-dimensional Euclidean space that induce rank-k modules…

Metric Geometry · Mathematics 2011-10-20 Jasun Gong

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri , Daniel Podolsky

By extending the methods in Peligrad et al. (2014a, b), we establish exact moderate and large deviation asymptotics for linear random fields with independent innovations. These results are useful for studying nonparametric regression with…

Probability · Mathematics 2021-07-01 Hailin Sang , Yimin Xiao

Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…

Statistics Theory · Mathematics 2026-05-28 Diego Martinez-Taboada , Aaditya Ramdas

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…

Probability · Mathematics 2010-05-06 Wei Liu

In this paper, we provide novel tail bounds on the optimization error of Stochastic Mirror Descent for convex and Lipschitz objectives. Our analysis extends the existing tail bounds from the classical light-tailed Sub-Gaussian noise case to…

Machine Learning · Computer Science 2023-12-13 Khaled Eldowa , Andrea Paudice

Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…

Probability · Mathematics 2023-04-03 Théophile Buffière , Philippe Marchal

Basic aspects of differential geometry can be extended to various non-classical settings: Lipschitz manifolds, rectifiable sets, sub-Riemannian manifolds, Banach manifolds, Weiner space, etc. Although the constructions differ, in each of…

Functional Analysis · Mathematics 2007-05-23 Nik Weaver

We give upper bounds on the minimal degree of a model in $\mathbb{P}^2$ and the minimal bidegree of a model in $\mathbb{P}^1 \times \mathbb{P}^1$ of the curve defined by a given Laurent polynomial, in terms of the combinatorics of the…

Combinatorics · Mathematics 2015-05-22 Wouter Castryck , Filip Cools

In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are…

Probability · Mathematics 2023-08-14 Andrea Cosso , Mattia Martini

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

Probability · Mathematics 2007-12-05 Boualem Djehiche , Jens Svensson

We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.

We consider stationary sequences whose marginal tail is subexponential and lies in the Gumbel Maximum domain of attraction. Due to the extremely strong dependence, their extreme values are caused by multiple big values and are clustered in…

Probability · Mathematics 2025-07-08 Zao-Li Chen

We study a new bi-Lipschitz invariant \lambda(M) of a metric space M; its finiteness means that Lipschitz functions on an arbitrary subset of M can be linearly extended to functions on M whose Lipschitz constants are enlarged by a factor…

Metric Geometry · Mathematics 2007-05-23 A. Brudnyi , Yu. Brudnyi

We prove the compact law of the iterated logarithm for stationary and ergodic differences of (reverse or not) martingales taking values in a separable $2$-smooth Banach space (for instance a Hilbert space). Then, in the martingale case, the…

Probability · Mathematics 2015-04-14 Christophe Cuny

In this paper we produce precise large deviation estimates through the lens of mod-Poisson convergence. We apply a general result to various examples from number theory, Dedekind domains and polynomials over finite fields when an element is…

Number Theory · Mathematics 2025-11-19 Michael Cranston , Mariia Khodiakova

We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…

Numerical Analysis · Mathematics 2025-03-13 Erik Burman , Lauri Oksanen , Ziyao Zhao

We study the deviation from proportionality of rows and columns in products of positive matrices. We prove a sharp, dimension-free bound showing that worst-case misalignment is already captured in dimension two and follows an explicit…

Mathematical Physics · Physics 2026-01-01 Eugene Kritchevski

We provide some new estimates for distances in harmonic function spaces of several variables related to mixed norm spaces.Some of them extend previously known assertions in this direction in the unit ball and upperhalfspace.

Complex Variables · Mathematics 2014-01-06 Romi F. Shamoyan

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

Probability · Mathematics 2007-05-23 Iosif Pinelis
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