Related papers: Cram\'er theorem for Gamma random variables

Let $G=(V,E)$ be a simple graph. A set $S\subseteq V$ is independent set of $G$, if no two vertices of $S$ are adjacent. The independence number $\alpha(G)$ is the size of a maximum independent set in the graph. %An independent set with…

We consider the approximation of the total variation of a function by the family of non-local and non-convex functionals introduced by H. Brezis and H.-M. Nguyen in a recent paper. The approximating functionals are defined through double…

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $X_n=\sum_{i=1}^n \xi_i $ and $ \langle X \rangle_n=\sum_{i=1}^n \mathbf{E}(\xi_i^2|\mathcal{F}_{i-1}).$ We prove Cram\'er's moderate deviation expansions for…

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

Cram\'er type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used methods in statistics. In this paper, we develop a new…

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of {\lambda}+f({\lambda})Y does not depend on {\lambda}, where Y is an independent copy of X and {\lambda} is…

A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…

Conditioned limit laws constitute an important and well developed framework of extreme value theory that describe a broad range of extremal dependence forms including asymptotic independence. We explore the assumption of conditional…

Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free $\mathbb{X}$ and $\mathbb{Y}$ when conditional moments of order $1$ and $-1$ of…

We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…

A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…

Let $\Gamma=(V,E)$ be a graph. If all the eigenvalues of the adjacency matrix of the graph $\Gamma$ are integers, then we say that $\Gamma$ is an integral graph. A graph $\Gamma$ is determined by its spectrum if every graph cospectral to it…

We prove an Eyring-Kramers law for the small eigenvalues and mean first-passage times of a metastable Markovian jump process which is invariant under a group of symmetries. Our results show that the usual Eyring-Kramers law for asymmetric…

We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to…

We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…

We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos ($GMC^\gamma$) on the circle, and the Circular Beta Ensemble $(C\beta E)$ from Random Matrix Theory.…

The Gaussian product inequality is an important conjecture concerning the moments of Gaussian random vectors. While all attempts to prove the Gaussian product inequality in full generality have been unsuccessful to date, numerous partial…

We study logical limit laws for uniform attachment random graphs. In this random graph model, vertices and edges are introduced recursively: at time $n+1$, the vertex $n+1$ is introduced together with $m$ edges joining the new vertex with…