Related papers: Large and moderate deviation principles for Engel …
We extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the G\"artner-Ellis theorem and sharp large deviations tools.
Proper continued fractions are generalized continued fractions with positive integer numerators $a_i$ and integer denominators with $b_i\geq a_i$. In this paper we study the strength of approximation of irrational numbers to their…
For a fractional Brownian motion $B^H$ with Hurst parameter $H\in]{1/4},{1/2}[\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the…
In this paper we establish properties of independence for the continued fraction expansions of two algebraic numbers. Roughly speaking, if the continued fraction expansions of two irrational algebraic numbers have the same long sub-word,…
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator.…
We prove that the formula giving the exact value of the irrationality exponent of regular continued fractions remains valid for semi-regular continued fractions satisfyiong certain conditions.
In this article we prove large deviations principles for high minima of Gaussian processes with nonnegatively correlated increments on arbitrary intervals. Furthermore, we prove large deviations principles for the increments of such…
In this paper we prove strong unique continuation principle and unique continuation from sets of positive measure for solutions of a higher order fractional Laplace equation in an open domain. Our proofs are based on the…
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,…
Fractional variational approach has gained much attention in recent years. There are famous fractional derivatives such as Caputo derivative, Riesz derivative and Riemann-Liouville derivative. Several versions of fractional variational…
This article deals with the weak and strong unique continuation principle for fractional Schr\"odinger equations with scaling-critical and rough potentials via Carleman estimates. Our methods allow to apply the results to variable…
Elementary transformations of equations $A\psi=\lambda\psi$ are considered. The invertibility condition (Theorem 1) is established and similar transformations of Riccati equations in the case of second order differential operator $A$ are…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…
In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong…
Symmetrical subdivisions in the space of Jager Pairs for continued fractions-like expansions will provide us with bounds on their difference. Results will also apply to the classical regular and backwards continued fractions expansions,…
We give a proper fractional extension of the classical calculus of variations. Necessary optimality conditions of Euler-Lagrange type for variational problems containing both classical and fractional derivatives are proved. The fundamental…
We look at a class of transcendental real numbers xi which, together with their square, satisfy some extremal property of simultaneous approximation by rational numbers with the same denominator. We give a sufficient condition for such a…
The calculus of variations for lagrangians which are not functions on the tangent bundle, but sections certain affine bundles is developed. We follow a general approach to variational principles which admits boundary terms of variations.
Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…