Related papers: Dynamical moderate deviations for the Curie-Weiss …
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
This paper proposes a conditional Curie-Weiss model as a model for opinion formation in a society polarized along two opinions, say opinions 1 and 2. The model comes with interaction strength $\beta>0$ and bais $h$. Here the population in…
Applying a time-periodic magnetic field to the standard ferromagnetic Curie-Weiss model brings the spin system in a steady out-of-equilibrium condition. We recall how the hysteresis gets influenced by the amplitude and the frequency of that…
The genesis of the Curie-Weiss magnetic response observed in most transition metals that are Fermi liquids at low temperatures has been an enigma for decades and has not yet been fully explained from microscopic principles. We show on the…
In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-$\phi$ convergence theory.
This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
In this paper we study the metastable behavior of one of the simplest disordered spin system, the random field Curie-Weiss model. We will show how the potential theoretic approach can be used to prove sharp estimates on capacities and…
In this paper, we derive distributional convergence rates for the magnetization vector and the maximum pseudolikelihood estimator of the inverse temperature parameter in the tensor Curie-Weiss Potts model. Limit theorems for the…
We analyze the Glauber dynamics for a bi-populated Curie-Weiss model. We obtain the limiting behavior of the empirical averages in the limit of infinitely many particles. We then characterize the phase space of the model in absence of…
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
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.
Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…
We discuss a Curie-Weiss model with two groups with different coupling constants within and between groups. For the total magnetisations in each group, we show bivariate laws of large numbers and a central limit theorem which is valid in…
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…
In this paper, we obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extend the results of Chung, Kennedy, Kaigh and Khorunzhiy and Marckert.
Two types of quantum measurements, measuring the spins of an entangled pair and attempting to measure a spin at either of two positions, are analysed dynamically by apparatuses of the Curie-Weiss type. The outcomes comply with the standard…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for some planary random…
Using an effective Hamiltonian including the Zeeman and internal interactions, we describe the quantum theory of magnetization dynamics when the spin system evolves non-adiabatically and out of equilibrium. The Lewis-Riesenfeld dynamical…