Related papers: A transfer principle for deviations principles
A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions…
These are notes from a basic course in Several Complex Variables
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We prove a nonconventional invariance principle (functional central limit theorem) for random fields.
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We establish a moderate deviation principle for the maximum likelihood estimator of the four parameters of a geometrically ergodic Heston process. We also obtain moderate deviations for the maximum likelihood estimator of the couple of…
Large and moderate deviation principles are proved for Engel continued fractions, a new type of continued fraction expansion with non-decreasing partial quotients in number theory.
Let $S(n)$ be a centered random walk with finite second moment. We consider the integrated random walk $T(n) = S(0)+S(1)+\dots+S(n)$. We prove invariance principles for the meander and for the bridge of this process, under the condition…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…
Given a function $f\in L^2(\mathbb R)$, we consider means and variances associated to $f$ and its Fourier transform $\hat{f}$, and explore their relations with the Wigner transform $W(f)$, obtaining a simple new proof of Shapiro's…
The aim of this note is twofold. Firstly, we prove an abstract version of the Calder\'on transference principle for inequalities of admissible type in the general commutative multilinear and multiparameter setting. Such an operation does…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture distributions as the possible shifts in the process mean…
This paper presents a brief overview of some recent advances in numerical radiative transfer, which may help the molecular astrophysics community to achieve new breakthroughs in the interpretation of spectro-(polarimetric) observations.
A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…
A novel switching differentiator that has considerably simple form is proposed. Under the assumption that time-derivatives of the signal are norm-bounded, it is shown that estimation errors are convergent to the zeros asymptotically. The…
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…