Related papers: Cram\'er's theorem in measurable locally convex sp…
This paper features a Cram\'er's theorem for finite-state Markov chains indexed by rooted $d$-trees, obtained via the method of types in the classical analysis of large deviations. Along with the theorem comes two applications: an…
Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.
This paper establishes Paley-Wiener perturbation theorems for probabilistic frames. The classical Paley-Wiener perturbation theorem shows that if a sequence is close to a basis in a Banach space, then this sequence is also a basis. Similar…
Two-sample $U$-statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cram\'{e}r-type moderate deviation theorems for Studentized…
In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…
In this paper we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov's theorem for the empirical measure associated to finite sequences of…
Let $\{Y_i\}_{i=1}^{\infty}$ be a stationary reversible Markov chain with state space $[N]$, let $(X, \| \cdot \|)$ be a real-valued Banach space and let $f_1, \ldots, f_n: [N] \rightarrow X$ be functions with mean $0$ such that $\|f_i(v)\|…
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.
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
For Lipschitz maps between a metric measure space and a metric space, combining the ideas of Kirchheim's metric differentiability and Cheeger's differentiable structures leads to a Rademacher-type theorem for a notion of metric…
The Cram\'er-Rao bound serves as a crucial lower limit for the mean squared error of an estimator in frequentist parameter estimation. Paradoxically, it requires highly accurate prior knowledge of the estimated parameter for constructing…
We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the…
In this paper, we establish a suitable version of the Hahn-Banach theorem within the framework of Colombeau spaces, a class of spaces used to model generalized functions. Our approach addresses the case where maps are defined…
In this paper we present a rare combination of abstract results on the spectral properties of slanted matrices and some of their very specific applications to frame theory and sampling problems. We show that for a large class of slanted…
We provide an explicit uniform bound on the local stability of ergodic averages in uniformly convex Banach spaces. Our result can also be viewed as a finitary version in the sense of T. Tao of the Mean Ergodic Theorem for such spaces and so…
We address the problem of testing for the invariance of a probability measure under the action of a group of linear transformations. We propose a procedure based on consideration of one-dimensional projections, justified using a variant of…
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…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…
We give a Cram\'{e}r moderate deviation expansion for martingales with differences having finite conditional moments of order $2+\rho, \rho \in (0,1],$ and finite one-sided conditional exponential moments. The upper bound of the range of…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…