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Let X_i, i\in N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let \Phi be a smooth enough mapping from B into R. An asymptotic evaluation of Z_n=E(\exp (n\Phi (\sum_{i=1}^nX_i/n))), up to a factor (1+o(1)),…

Probability · Mathematics 2007-05-23 Sergio Albeverio , Song Liang

Suppose that $A \subset \mathbb{R}$ has positive upper density, \[ \limsup_{|I| \to \infty} \frac{|A \cap I|}{|I|} = \delta > 0,\] and $P(t) \in \mathbb{R}[t]$ is a polynomial with no constant or linear term, or more generally a non-flat…

Classical Analysis and ODEs · Mathematics 2019-01-08 Ben Krause

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

Statistics Theory · Mathematics 2012-07-06 Charles J. Geyer

Consider a branching random walk on $\mathbb Z$ in discrete time. Denote by $L_n(k)$ the number of particles at site $k\in\mathbb Z$ at time $n\in\mathbb N_0$. By the profile of the branching random walk (at time $n$) we mean the function…

Probability · Mathematics 2016-06-14 Rudolf Grübel , Zakhar Kabluchko

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

Probability · Mathematics 2016-07-05 Qiuying Zhang , Fengyang Cheng

Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily…

Machine Learning · Statistics 2026-02-02 Tiangang Cui , Shuigen Liu , Xin T. Tong

This paper is the complementary work of [Cho16]. Ramified quadratic extensions $E/F$, where $F$ is a finite unramified field extension of $\mathbb{Q}_2$, fall into two cases that we call $\textit{Case 1}$ and $\textit{Case 2}$. In the…

Number Theory · Mathematics 2019-05-20 Sungmun Cho

Consider nonzero vectors $a_{1},\dots,a_{n}\in\mathbb{C}^{k}$, independent Rademacher random variables $\xi_{1},\dots,\xi_{n}$, and a set $S\subseteq\mathbb{C}^{k}$. What upper bounds can we prove on the probability that the random sum…

Combinatorics · Mathematics 2025-06-02 Alexandr Grebennikov , Matthew Kwan

Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…

Probability · Mathematics 2019-01-28 Pierre Yves Gaudreau Lamarre

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…

Probability · Mathematics 2023-06-23 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

We consider the asymptotics of the one-dimensional cubic nonlinear Schr\"odinger equation with an external potential $V$ that does not admit bound states. Assuming that $\jBra{x}^{2+}V(x) \in L^1$ and that $u$ is orthogonal to any…

Analysis of PDEs · Mathematics 2024-09-26 Gavin Stewart

We give expansions for the distribution, density, and quantiles of an estimate, building on results of Cornish, Fisher, Hill, Davis and the authors. The estimate is assumed to be non-lattice with the standard expansions for its cumulants.…

Methodology · Statistics 2012-10-16 C. S. Withers , S. Nadarajah

In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…

Optimization and Control · Mathematics 2023-07-31 Jiang Hu , Tonghua Tian , Shaohua Pan , Zaiwen Wen

Let $\xi_1,\xi_2,\ldots$ be an iid sequence with negative mean. The $(m,n)$-segment is the subsequence $\xi_{m+1},\ldots,\xi_n$ and its \textit{score} is given by $\max\{\sum_{m+1}^n\xi_i,0\}$. Let $R_n$ be the largest score of any segment…

Probability · Mathematics 2014-02-25 Aleksandar Mijatović , Martijn Pistorius

In this paper, we explain a simple and uniform construction of a smooth integral model associated to a quadratic, (anti)-hermitian, and (anti)-quaternionic hermitian lattice defined over an arbitrary local field. As one major application,…

Number Theory · Mathematics 2019-05-20 Sungmun Cho

Ever since the proof of asymptotic normality of maximum likelihood estimator by Cramer (1946), it has been understood that a basic technique of the Taylor series expansion suffices for asymptotics of $M$-estimators with…

Statistics Theory · Mathematics 2018-09-17 Arun Kumar Kuchibhotla

We prove an asymptotic Cram\'er's theorem, that is, if the sequence $(X_{n}+ Y_{n})_{n\geq 1}$ converges in law to the standard normal distribution and for every $n\geq 1$ the random variables $X_{n}$ and $Y_{n}$ are independent, then…

Probability · Mathematics 2010-06-22 Ciprian Tudor

The main aim of the paper is to prove a fountain theorem without assuming the $\tau$-upper semicontinuity condition on the variational functional. Using this improved fountain theorem, we may deal with more general strongly indefinite…

Functional Analysis · Mathematics 2016-12-19 Long-Jiang Gu , Huan-Song Zhou

Let $X_k$ denote the number of $k$-term arithmetic progressions in a random subset of $\mathbb{Z}/N\mathbb{Z}$ or $\{1, \dots, N\}$ where every element is included independently with probability $p$. We determine the asymptotics of $\log…

Probability · Mathematics 2019-11-12 Bhaswar B. Bhattacharya , Shirshendu Ganguly , Xuancheng Shao , Yufei Zhao

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $X_n=\sum_{i=1}^n \xi_i $ and $ \langle X \rangle_n=\sum_{i=1}^n \mathbf{E}(\xi_i^2|\mathcal{F}_{i-1}).$ We prove Cram\'er's moderate deviation expansions for…

Probability · Mathematics 2025-03-04 Xiequan Fan , Qi-Man Shao
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