English
Related papers

Related papers: Large deviations and renormalization for Riesz pot…

200 papers

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

Analysis of PDEs · Mathematics 2021-08-09 Julien Barré , Cedric Bernardin , Raphaël Chétrite , Yash Chopra , Mauro Mariani

Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…

Dynamical Systems · Mathematics 2017-03-16 Jairo K. Mengue

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Probability · Mathematics 2007-05-23 Victor H. de la Pena , Michael J. Klass , Tze Leung Lai

Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…

Probability · Mathematics 2026-03-24 Hariharan Narayanan , Scott Sheffield

Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…

Statistics Theory · Mathematics 2019-05-28 Huijie Feng , Yang Ning , Jiwei Zhao

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

Probability · Mathematics 2023-02-07 Jonathan Husson , Benjamin McKenna

We study the distribution of the position of the rightmost particle $x_{\max}$ in a $N$-particle Riesz gas in one dimension confined in a harmonic trap. The particles interact via long-range repulsive potential, of the form $r^{-k}$ with…

Statistical Mechanics · Physics 2022-03-14 Jitendra Kethepalli , Manas Kulkarni , Anupam Kundu , Satya N. Majumdar , David Mukamel , Gregory Schehr

In this paper we study the large deviation behavior of sums of i.i.d. random variables X_i defined on a supercritical Galton-Watson process Z. We assume the finiteness of the moments EX_1^2 and EZ_1log Z_1. The underlying interplay of the…

Probability · Mathematics 2007-06-13 Klaus Fleischmann , Vitali Wachtel

In this paper, we study self-normalized moderate deviations for degenerate { $U$}-statistics of order $2$. Let $\{X_i, i \geq 1\}$ be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form…

Probability · Mathematics 2025-01-08 Lin Ge , Hailin Sang , Qi-Man Shao

We investigate the extreme values of the Riemann zeta function $\zeta(s)$. On the 1-line, we obtain a lower bound evaluation $$\max_{t\in[1,T]}|\zeta(1+\i t)|\ge {\rm e}^\gamma(\log_2T+\log_3T+c),$$ with an effective constant $c$ which…

Number Theory · Mathematics 2022-03-15 Zikang Dong , Bin Wei

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

We study the $L^{2}$-boundedness of the $3$-dimensional (Heisenberg) Riesz transform on intrinsic Lipschitz graphs in the first Heisenberg group $\mathbb{H}$. Inspired by the notion of vertical perimeter, recently defined and studied by…

Classical Analysis and ODEs · Mathematics 2023-05-10 Katrin Fässler , Tuomas Orponen

In this paper we prove the boundedness of the Gaussian Riesz potentials $I_{\beta}$, for $\beta\geq 1$ on $L^{p(\cdot)}(\gamma_d)$, the Gaussian variable Lebesgue spaces under a certain additional condition of regularity on $p(\cdot)$…

Classical Analysis and ODEs · Mathematics 2022-08-26 Eduard Navas , Ebner Pineda , Wilfredo O. Urbina

We define a notion of logarithmic, Coulomb and Riesz interactions in any dimension for random systems of infinite charged point configurations with a uniform background of opposite sign. We connect this interaction energy with the…

Mathematical Physics · Physics 2016-02-17 Thomas Leblé

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

We analyze a three-dimensional discontinuous piecewise linear system \(Z=(X,Y)\) whose switching manifold \(\Sigma\) contains visible-visible two-fold intersection lines. Assuming that the matrices \(DX\) and \(DY\) each have one nonzero…

Dynamical Systems · Mathematics 2026-04-29 Samuel Carlos S. Ferreira , Bruno R. Freitas , João Carlos R. Medrado

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

Probability · Mathematics 2008-12-30 Amine Asselah

Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E B_n and E B_n- B_n, which are given in terms of the best…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

Probability · Mathematics 2012-05-23 Fabienne Castell , Clément Laurent , Clothilde Mélot

We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we…

Probability · Mathematics 2026-02-11 Benjamin Gess , Daniel Heydecker