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We prove a moderate deviation principle for subgraph count statistics of Erdos-Renyi random graphs. This is equivalent in showing a moderate deviation principle for the trace of a power of a Bernoulli random matrix. It is done via an…

Probability · Mathematics 2010-03-31 Hanna Döring , Peter Eichelsbacher

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Probability · Mathematics 2007-07-11 Fabrice Gamboa , Thierry Klein , Clémentine Prieur

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of…

Probability · Mathematics 2016-10-12 Stefano Favaro , Shui Feng , Fuqing Gao

We prove a moderate deviations principles for the size of the largest connected component in a random $d$-uniform hypergraph. The key tool is a version of the exploration process, that is also used to investigate the giant component of an…

Probability · Mathematics 2019-07-19 Jingjia Liu , Matthias Löwe

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

Probability · Mathematics 2009-01-21 Sophie Dede

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…

Probability · Mathematics 2007-11-27 Jérôme Dedecker , Florence Merlevède , Magda Peligrad , Sergey Utev

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

Probability · Mathematics 2018-10-03 Peter Eichelsbacher , Matthias Löwe

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

Probability · Mathematics 2016-10-25 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

Probability · Mathematics 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

Probability · Mathematics 2020-11-05 Nikolai Leonenko , Claudio Macci , Barbara Pacchiarotti

In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic…

Statistics Theory · Mathematics 2007-06-13 Abdelkader Mokkadem , Mariane Pelletier , Baba Thiam

This paper investigate the sparse multi-type Erd\H{o}s R\'enyi random graphs studied in S\"{o}derberg~\cite{soderberg2002general} and also Bollob\'as et al.~\cite{bollobas2007phase}. Although the corresponding central limit results are…

Probability · Mathematics 2025-12-17 Rui Yu , Wen Sun

This note provides a tool to infer moderate deviations principles for specific random variables from deviations principles for their Hubbard-Stratonovich transforms.

Probability · Mathematics 2012-10-03 Matthias Löwe , Raphael Meiners

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

Probability · Mathematics 2023-04-25 Serban Belinschi , Alice Guionnet , Jiaoyang Huang

The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…

Probability · Mathematics 2019-01-16 Peter Eichelsbacher , Lukas Knichel

The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a…

Probability · Mathematics 2022-07-15 Rita Giuliano , Claudio Macci

Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…

Probability · Mathematics 2008-05-07 Florence Merlevede , Magda Peligrad

The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this…

Probability · Mathematics 2013-04-18 Matthias Löwe , Raphael Meiners

We find large deviation principles for the degree distribution and the proportion of isolated vertices for the near intermediate random geometric graph models on n vertices placed uniformly in [0, 1]^d, for d in N. In the course of the…

Probability · Mathematics 2014-06-13 Kwabena Doku-Amponsah
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