Related papers: A uniform estimate for rate functions in large dev…

We present a theory and accompanying importance sampling method for computing rate constants in spatially inhomogenious systems. Using the relationship between rate constants and path space partition functions, we illustrate that the…

We introduce $p$-uniformity to characterize the scaling of density fluctuations in spatial random systems in $\mathbb{R}^d$, ranging from hyperfluctuation to stealthy hyperuniformity. Our central theorem establishes sufficient conditions to…

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

Let $\psi:\mathbb R_+\to\mathbb R_+$ be a non-increasing function. A real number $x$ is said to be $\psi$-Dirichlet improvable if it admits an improvement to Dirichlet's theorem in the following sense: the system $$|qx-p|< \, \psi(t) \ \…

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 establish a generic symmetrization property for dependent random variables $\{x_{t}\}_{t=1}^{n}$ on $\mathbb{R}^{p}$, where $p$ $>>$ $n$ is allowed. We link $\mathbb{E}\psi (\max_{1\leq i\leq p}|1/n\sum_{t=1}^{n}(x_{i,t}$ $-$…

We establish, for $1 < p < \infty$, higher order $\mathcal{S}^p$-differentiability results of the function $\varphi : t\in \mathbb{R} \mapsto f(A+tK) - f(A)$ for selfadjoint operators $A$ and $K$ on a separable Hilbert space $\mathcal{H}$…

Let $\psi:\mathbb R_+\to\mathbb R_+$ be a non-increasing function. A real number $x$ is said to be $\psi$-Dirichlet improvable if the system $$|qx-p|< \, \psi(t) \ \ {\text{and}} \ \ |q|<t$$ has a non-trivial integer solution for all large…

Establishing a Large Deviation Principle (LDP) proves to be a powerful result for a vast number of stochastic models in many application areas of probability theory. The key object of an LDP is the large deviations rate function, from which…

For any fixed simple graph $H=(V,E)$ and any fixed $u>0$, we establish the leading order of the exponential rate function for the probability that the number of copies of $H$ in the Erd\H{o}s--R\'enyi graph $G(n,p)$ exceeds its expectation…

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…

This paper explores the concept of reparametrization invariant norm (RPI-norm), that is any norm invariant under composition with diffeomorphisms. We prove the existence of an infinite family of RPI-norms, called standard RPI-norms, for…

We use the uniform semiclassical approximation in order to derive the fidelity decay in the regime of large perturbations. Numerical computations are presented which agree with our theoretical predictions. Moreover, our theory allows to…

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

In this paper, a posteriori error estimates of functional type for a stationary diffusion problem with nonsymmetric coefficients are derived. The estimate is guaranteed and does not depend on any particular numerical method. An algorithm…

In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…

In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…