Related papers: Large deviations for Generalized Polya Urns with a…

Large-margin classifiers are popular methods for classification. We derive the asymptotic expression for the generalization error of a family of large-margin classifiers in the limit of both sample size $n$ and dimension $p$ going to…

In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…

We consider a time-dependent version of a P\'olya urn containing black and white balls. At each time $n$ a ball is drawn from the urn at random and replaced in the urn along with $\sigma_n$ additional balls of the same colour. The…

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Accurate estimation of tail probabilities of projections of high-dimensional probability measures is of relevance in high-dimensional statistics and asymptotic geometric analysis. Whereas large deviation principles identify the asymptotic…

The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…

The basic $\kappa$-color box-ball (BBS) system is an integrable cellular automaton on one dimensional lattice whose local states take $\{0,1,\cdots,\kappa \}$ with $0$ regarded as an empty box. The time evolution is defined by a…

This paper explores the equivalences between four definitions of uniform large deviations principles and uniform Laplace principles found in the literature. Counterexamples are presented to illustrate the differences between these…

This paper explores the distribution of indistinguishable balls into distinct urns with varying capacity constraints, a foundational issue in combinatorial mathematics with applications across various disciplines. We present a comprehensive…

Using the notion of higher-order Fourier dimension introduced in \cite{M2} (which was a sort of psuedorandomness condition stemming from the Gowers norms of Additive Combinatorics), we prove a maximal theorem and corresponding…

Interacting urns with exponential reinforcement were introduced and studied in Launay (2011). As its parameter $\rho$ tends to $\iy$, this reinforcement mechanism converges to the "generalized" reinforcement, in which the probability of…

Although there is an extensive literature on the upper bound for cumulative standard normal distribution, there are relatively not sharp for all values of the interested argument x. The aim of this paper is to establish a sharp upper bound…

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…

The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…

We obtain a large deviation function for the stationary measures of twisted Brownian motions associated to the Lagrangians $L_{\lambda}(p,v)=\frac{1}{2}g_{p}(v,v)- \lambda\omega_{p}(v)$, where $g$ is a $C^{\infty}$ Riemannian metric in a…

We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…