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Related papers: A transfer principle for deviations principles

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Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin

A general deterministic analysis to state the necessary conditions with a coefficient determination for the variational source condition to hold is provided. Of particular interest in terms of the choice of the regularization parameter, it…

Numerical Analysis · Mathematics 2016-07-19 Erdem Altuntac

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on fine asymptotics of the variance of the eigenvalue counting function of GUE matrices due to Gustavsson.…

Probability · Mathematics 2013-01-14 Hanna Doering , Peter Eichelsbacher

These notes build an introduction to Convolution Quadrature techniques applied to linear convolutions and convolution equations with a bias to problems related to wave propagation. The notes are self-contained and emphasize algorithmic…

Numerical Analysis · Mathematics 2014-07-02 Matthew Hassell , Francisco-Javier Sayas

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…

Probability · Mathematics 2020-10-15 Mingzhou Xu , Yunzheng Ding , Yongzheng Zhou

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

Probability · Mathematics 2023-04-04 Jacopo Borga , Sayan Das , Sumit Mukherjee , Peter Winkler

In this paper we develop some new variational principles for the exit time of non-symmetric diffusions from a domain. As applications, we give some comparison theorems and monotonicity law between different diffusions.

Probability · Mathematics 2024-01-26 Lu-Jing Huang , Kyung-Youn Kim , Yong-Hua Mao

For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on…

Probability · Mathematics 2018-04-24 Anton Thalmaier , James Thompson

Pendry and MacKinnon meaningful discretization of Maxwell's equations was put forward specifically as part of a finite-element numerical algorithm. By contrast with a numerical approach, in the same spirit evoked by the relationships…

Optics · Physics 2023-03-14 Ovidiu-Zeno Lipan , Aldo De Sabata

Stolarsky's invariance principle quantifies the deviation of a subset of a metric space from the uniform distribution. Classically derived for spherical sets, it has been recently studied in a number of other situations, revealing a general…

Combinatorics · Mathematics 2021-09-03 Alexander Barg

Transfer matrix method gives underlying dynamics of a multifractal. In the present studies transfer matrix method is applied to multifractal properties of Cherenkov image from which probabilities of electromagnetic components are obtained.

Data Analysis, Statistics and Probability · Physics 2015-05-13 Ashok Razdan

Accurate radiative transfer coefficients (emissivities, absorptivities, and rotativities) are needed for modeling radiation from relativistically hot, magnetized plasmas such as those found in Event Horizon Telescope sources. Here we…

High Energy Astrophysical Phenomena · Physics 2021-11-03 Andrew Marszewski , Ben S. Prather , Abhishek V. Joshi , Alex Pandya , Charles F. Gammie

We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…

Probability · Mathematics 2014-05-13 George Deligiannidis , Magda Peligrad , Sergey Utev

This note contains a short and simple proof of Wormald's differential equation method (that yields slightly improved approximation guarantees and error probabilities). This powerful method uses differential equations to approximate the…

Combinatorics · Mathematics 2019-06-18 Lutz Warnke

In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…

Probability · Mathematics 2025-09-09 Jianbo Cui , Derui Sheng

We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

Dynamical Systems · Mathematics 2008-04-15 Marta Tyran-Kaminska

We prove a sharp large deviation principle concerning intervals shrinking with sub-exponential speed for certain models involving the Poincar\'e map related to a Markov family for an Axiom A flow restricted to a basic set $\Lambda$…

Dynamical Systems · Mathematics 2019-02-20 Vesselin Petkov , Luchezar Stoyanov

The aim of these notes is to describe some recent results concerning dispersive estimates for principally normal pseudodifferential operators. The main motivation for this comes from unique continuation problems. Such estimates can be used…

Analysis of PDEs · Mathematics 2007-05-23 Herbert Koch , Daniel Tataru

Inspired by the recent work [MRT21], we prove a non-universal non-central Moderate Deviation principle for the nodal length of arithmetic random waves (Gaussian Laplace eigenfunctions on the standard flat torus) both on the whole manifold…

Probability · Mathematics 2024-01-18 Claudio Macci , Maurizia Rossi , Anna Vidotto

Information from related source studies can often enhance the findings of a target study. However, the distribution shift between target and source studies can severely impact the efficiency of knowledge transfer. In the high-dimensional…

Methodology · Statistics 2025-11-26 Ruiqi Bai , Yijiao Zhang , Hanbo Yang , Zhongyi Zhu
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