Related papers: Large deviations for random projections of $\ell^p…

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

We consider the discrepancy of the integer lattice with respect to the collection of all translated copies of a dilated convex body having a finite number of flat, possibly non-smooth, points in its boundary. We estimate the $L^{p}$ norm of…

We consider block codes whose rate converges to the channel capacity with increasing block length at a certain speed and examine the best possible decay of the probability of error. We prove that a moderate deviation principle holds for all…

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

We consider \emph{random linear programs} (rlps) as a subclass of \emph{random optimization problems} (rops) and study their typical behavior. Our particular focus is on appropriate linear objectives which connect the rlps to the mean…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Let $D$ be a nonnegative integer and ${\mathbf{\Theta}}\subset S^1$ be a lacunary set of directions of order $D$. We show that the $L^p$ norms, $1<p<\infty$, of the maximal directional Hilbert transform in the plane $$ H_{{\mathbf{\Theta}}}…

This article investigates, by probabilistic methods, various geometric questions on B_p^n, the unit ball of \ell_p^n. We propose realizations in terms of independent random variables of several distributions on B_p^n, including the…

In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

We investigate possible large deviation principles (LDPs) for the $n$-vertex sampling from a given graphon with various speeds $s(n)$ and resolve all the cases except when the speed $s(n)$ is of order $n^2$. For quadratic speed…

We investigate variants of Marstrand's projection theorem that hold for sets of directions and classes of sets in $\mathbb{R}^2$. We say that a set of directions $D \subseteq\mathcal{S}^1$ is $\textit{universal}$ for a class of sets if, for…

We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition…

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Large deviation estimates are by now a standard tool inthe Asymptotic Convex Geometry, contrary to small deviationresults. In this note we present a novel application of a smalldeviations inequality to a problem related to the diameters of…

We prove the large deviation principle (LDP) for posterior distributions arising from subfamilies of full exponential families, allowing misspecification of the model. Moreover, motivated by the so-called inverse Sanov Theorem (see e.g.…

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…