English
Related papers

Related papers: Nonlinear large deviations

200 papers

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…

Information Theory · Computer Science 2022-08-11 Dragana Bajovic

In this study, we develop nonparametric analysis of deviance tools for generalized partially linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance,…

Statistics Theory · Mathematics 2020-09-10 Wolfgang Karl Härdle , Li-Shan Huang

A method for compression of large graphs and matrices to a block structure is further developed. Szemer\'edi's regularity lemma is used as a generic motivation of the significance of stochastic block models. Another ingredient of the method…

Information Theory · Computer Science 2017-11-27 Hannu Reittu , Ilkka Norros , Fülöp Bazsó

We present numerical techniques based on generalized functions adapted to nonlinear calculations. They concern main numerical engineering problems ruled by-or issued from-nonlinear equations of continuum mechanics. The aim of this text is…

Mathematical Physics · Physics 2007-05-23 J. F. Colombeau

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

Analysis of PDEs · Mathematics 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…

Statistics Theory · Mathematics 2025-08-20 José A. Adell , J. T. Alcalá , C. Sangüesa

We prove a Large Deviation Principle for the random spec- tral measure associated to the pair $(H_N; e)$ where $H_N$ is sampled in the GUE(N) and e is a fixed unit vector (and more generally in the $\beta$- extension of this model). The…

Probability · Mathematics 2011-02-07 Fabrice Gamboa , Alain Rouault

Borgs, Chayes, Gaudio, Petti and Sen [arXiv:2007.14508] proved a large deviation principle for block model random graphs with rational block ratios. We strengthen their result by allowing any block ratios (and also establish a simpler…

Probability · Mathematics 2023-11-27 Jan Grebík , Oleg Pikhurko

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

Information Theory · Computer Science 2026-03-25 Jialiang Fu , Wen-Xuan Lang

We establish a so-called counting lemma that allows embeddings of certain linear uniform hypergraphs into sparse pseudorandom hypergraphs, generalizing a result for graphs [Embedding graphs with bounded degree in sparse pseudorandom graphs,…

Combinatorics · Mathematics 2017-11-01 Yoshiharu Kohayakawa , Guilherme O. Mota , Mathias Schacht , Anusch Taraz

This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space:…

Probability · Mathematics 2007-05-23 Marc Lelarge

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

Numerical Analysis · Mathematics 2018-02-15 Karolina Bujok , Ben Hambly , Christoph Reisinger

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

In this paper, we study the rate distortion function of the i.i.d sequence of multiplications of a Bernoulli $p$ random variable and a gaussian random variable $\sim N(0,1)$. We use a new technique in the derivation of the lower bound in…

Information Theory · Computer Science 2016-11-15 Cheng Chang

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

We introduce a permutation analogue of the celebrated Szemeredi Regularity Lemma, and derive a number of consequences. This tool allows us to provide a structural description of permutations which avoid a specified pattern, a result that…

Combinatorics · Mathematics 2007-05-23 Joshua N. Cooper

A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone…

Methodology · Statistics 2021-02-23 Jami J. Mulgrave , Subhashis Ghosal

In the context of nonparametric regression, we study conditions under which the consistency (and rates of convergence) of estimators built from discretely sampled curves can be derived from the consistency of estimators based on the…

Statistics Theory · Mathematics 2017-05-29 Forzani Liliana , Fraiman Ricardo , Llop Pamela