Related papers: A deviation bound for $\alpha$-dependent sequences…

Given a positive increasing function $\varphi$, we show that for a full measure set of vectors $\alpha\in \mathbb{R}^d$, the maximal ergodic discrepancy of the $d$-linear form sequence $\left\{\sum_{1\le i\le d} k_i\alpha_i \mod…

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…

We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean…

We prove that if $f:I\subset \Bbb R\to \Bbb R$ is of bounded variation, then the noncentered maximal function $Mf$ is absolutely continuous, and its derivative satisfies the sharp inequality $\|DMf\|_1\le |Df|(I)$. This allows us obtain,…

We establish some estimates of the the angular derivatives from below for holomorphic self-maps of the unit disk at one and two fixed points of the unit circle provided there is no fixed point inside the unit disk. The results complement…

The purpose of this article is to establish new lower bounds for the sums of powers of eigenvalues of the Dirichlet fractional Laplacian operator $(-\Delta)^{\alpha/2}|_{\Omega}$ restricted to a bounded domain $\Omega\subset{\mathbb R}^d$…

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

In this paper we prove new explicit formulas for Faltings' $\delta$-invariant of an arbitrary hyperelliptic Riemann surface. This has several applications: For example we obtain an explicit lower bound for $\delta$ depending only on the…

We give a new large deviation inequality for sums of random variables of the form $Z_k = f(X_k,X_t)$ for $k,t\in \mathbb{N}$, $t$ fixed, where the underlying process $X$ is $\beta$-mixing. The inequality can be used to derive concentration…

Let $(X_{i}, \mathcal{F}_{i})_{i\geq 1}$ be a sequence of supermartingale differences and let $S_k=\sum_{i=1}^k X_i$. We give an exponential moment condition under which $P(\max_{1\leq k \leq n} S_k \geq n)=O(\exp\{-C_1 n^{\alpha}\}),$…

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

The famous lower bound $\alpha(G)\geq \sum_{u\in V(G)}\frac{1}{d_G(u)+1}$ on the independence number $\alpha(G)$ of a graph $G$ due to Caro and Wei is known to be tight if and only if the components of $G$ are cliques, and has been…

We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

Let $f$ be a Steinhaus random multiplicative function, and for $\alpha\in \mathbb{R}$, let $d_\alpha$ denote the $\alpha$-divisor function. For $\alpha \in (1,2)$ we establish that $$ \mathbb{E}\bigg\{\Big|\frac{1}{\sqrt{x}}\sum_{n\leq x}…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…