Related papers: Large Deviations and Sum Rules for Spectral Theory…
We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…
Using Selberg's integral formula we derive all Leutwyler-Smilga type sum rules for one and two flavors, and for each of the three chiral random matrix ensembles. In agreement with arguments from effective field theory, all sum rules for…
A selection of the relevant theorems of Probability Theory that comes directly from Kolmogorov's axioms, Set Theory basic results, definitions and rules of inference are listed and proven in a systematic approach, aiming the student who…
We study the large deviation probabilities of infinite weighted sums of independent random variables that have stretched exponential tails. This generalizes Kiesel and Stadtm\"uller (2000), who study the same objects under the assumption of…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
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…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are…
We extend some classical theorems in the theory of orthogonal polynomials on the unit circle to the matrix case. In particular, we prove a matrix analogue of Szeg\H{o}'s theorem. As a by-product, we also obtain an elementary proof of the…
Classical works of Kac, Salem and Zygmund, and Erd\H{o}s and G\'{a}l have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random…
This is the first in a set of three papers providing an introduction to generalised Cesaro convergence. We start with traditional Cesaro methods for extending classical convergence and further generalise these to allow the calculation of…
We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…
We discuss the role of the Feynman-Hellmann theorem for abstract one-parameter families of Hamiltonians in sum rules and trace identities of Harrell and the author and its application to spectral theory. In particular, we derive a sum rule…
In deep-inelastic scattering experiments, there is a general connection between subtractions in dispersion relations, violations of sum-rules and $\delta$-functions in parton distribution functions. It is explained why one might expect a…
Suppose that some harmonic analysis arguments have been invoked to show that the indicator function of a set of residue classes modulo some integer has a large Fourier coefficient. To get information about the structure of the set of…
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…
It is shown that the well known sum rules for oscillator strengths for Hydrogen atom can be generalised to a whole class of sum rules. The sum rules have contributions from the discrete and the continuum parts of the spectrum neither of…
In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…
This is a brief pedagogical introduction to the theory of large deviations. It appeared in the ICTS Newsletter 2017 (Volume 3, Issue 2), goo.gl/pZWA6X.
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…