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In this paper, we relate the framework of mod-$\phi$ convergence to the construction of approximation schemes for lattice-distributed random variables. The point of view taken here is that of Fourier analysis in the Wiener algebra, allowing…

Probability · Mathematics 2020-07-06 Reda Chhaibi , Freddy Delbaen , Pierre-Loïc Méliot , Ashkan Nikeghbali

We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof…

Probability · Mathematics 2019-01-29 Martina dal Borgo , Pierre-Loïc Méliot , Ashkan Nikeghbali

In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…

Probability · Mathematics 2020-05-27 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…

Probability · Mathematics 2018-02-21 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…

Probability · Mathematics 2012-09-28 Hanna Doering , Peter Eichelsbacher

We provide a convergence result for sequences of random variables taking values in a metric space that satisfy a stochastic quasi-Fej\'er monotonicity condition, in the context of a (local) compactness assumption. Our result is quantitative…

Optimization and Control · Mathematics 2026-02-27 Morenikeji Neri , Nicholas Pischke , Thomas Powell

Density-wave instabilities have been observed and studied in a multitude of materials. Most recently, in the context of unconventional superconductors like the iron-based superconductors, they have excited considerable interest. We analyze…

Strongly Correlated Electrons · Physics 2018-08-31 Mareike Hoyer , Jörg Schmalian

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

This paper investigates Frequentist consistency properties of the posterior distributions constructed via Generalized Variational Inference (GVI). A number of generic and novel strategies are given for proving consistency, relying on the…

Statistics Theory · Mathematics 2019-12-12 Jeremias Knoblauch

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike

In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-$\phi$ convergence theory.

Probability · Mathematics 2026-01-29 Yingli Wang , Ping He

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

Probability · Mathematics 2011-12-08 Julien Barral , Patrick Loiseau

In first-passage percolation (FPP), one assigns i.i.d.~weights to the edges of the cubic lattice $\mathbb{Z}^d$ and analyzes the induced weighted graph metric. If $T(x,y)$ is the distance between vertices $x$ and $y$, then a primary…

Probability · Mathematics 2019-06-19 Michael Damron , Jack Hanson , Christian Houdré , Chen Xu

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

In this paper, we study the fluctuations of observables of metric measure spaces which are random discrete approximations $X_n$ of a fixed arbitrary (complete, separable) metric measure space $X=(\mathcal{X},d,\mu)$. These observables…

Probability · Mathematics 2021-02-12 Jacques de Catelan , Pierre-Loïc Méliot

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

Probability · Mathematics 2022-03-04 Pierre-Loïc Méliot , Ashkan Nikeghbali

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

Probability · Mathematics 2016-07-05 Qiuying Zhang , Fengyang Cheng

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…

Probability · Mathematics 2007-11-27 Jérôme Dedecker , Florence Merlevède , Magda Peligrad , Sergey Utev

The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…

Classical Analysis and ODEs · Mathematics 2008-02-19 Ronald DeVore , Amos Ron

Consider the Erd\H{o}s-Renyi random graph on n vertices where each edge is present independently with probability c/n, with c>0 fixed. For large n, a typical random graph locally behaves like a Galton-Watson tree with Poisson offspring…

Probability · Mathematics 2016-04-08 Charles Bordenave , Pietro Caputo
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