Related papers: Logarithmic asymptotics for multidimensional extre…
We consider polynomials $p_n^{\omega}(x)$ that are orthogonal with respect to the oscillatory weight $w(x)=e^{i\omega x}$ on $[-1,1]$, where $\omega>0$ is a real parameter. A first analysis of $p_n^{\omega}(x)$ for large values of $\omega$…
The work of Gantert, Kim, and Ramanan [Large deviations for random projections of $\ell^p$ balls, Ann. Probab. 45 (6B), 2017] has initiated and inspired a new direction of research in the asymptotic theory of geometric functional analysis.…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…
Modern machine learning classifiers often exhibit vanishing classification error on the training set. They achieve this by learning nonlinear representations of the inputs that maps the data into linearly separable classes. Motivated by…
We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
Drees and Rootz\'en (2010) have established limit theorems for a general class of empirical processes of statistics that are useful for the extreme value analysis of time series, but do not apply to statistics of sliding blocks, including…
We consider the following prescribed $Q$-curvature problem \begin{equation}\label{uno} \begin{cases} \Delta^2 u=(1-|x|^p)e^{4u}, \quad\text{on}\,\,\mathbb{R}^4\\ \Lambda:=\int_{\mathbb{R}^4}(1-|x|^p)e^{4u}dx<\infty. \end{cases}…
In this paper, we study the large $n$ asymptotics of the expected maximum of an $n$-step random walk/L\'evy flight (characterized by a L\'evy index $1<\mu\leq 2$) on a line, in the presence of a constant drift $c$. For $0<\mu\leq 1$, the…
Given the asymptotic expansion for the logarithmic integral $\int_0^n \frac{dt}{\ln(t)}$, obtained from repeated integration by parts until the expansion terms reach a minimum; approaching zero. Which determines a cut-off for the number of…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…
In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…
This article discusses modelling of the tail of a multivariate distribution function by means of a large deviation principle (LDP), and its application to the estimation of the probability of a multivariate extreme event from a sample of n…
Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…