English
Related papers

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

200 papers

We obtain order estimates for the best uniform orthogonal trigonometric approximations of $2\pi$-periodic functions, whose $(\psi,\beta)$-derivatives belong to unit balls of spaces $L_{p}, \ 1\leq p<\infty$, in case at consequences…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

Probability · Mathematics 2010-12-21 Erkan Nane , Yimin Xiao , Aklilu Zeleke

Let $\Sigma_{A}$ be a topologically mixing shift of finite type, let $\sigma:\Sigma_{A}\to\Sigma_{A}$ be the usual left-shift, and let $\mu$ be the Gibbs measure for a H\"{o}lder continuous potential that is not cohomologous to a constant.…

Dynamical Systems · Mathematics 2022-09-07 Demi Allen , Simon Baker , Balázs Bárány

We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…

Mathematical Physics · Physics 2009-11-11 Carlo Morosi , Livio Pizzocchero

In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a real-valued variable with a functional covariate. Under suitable conditions, we show pointwise and uniform large deviations theorems…

Statistics Theory · Mathematics 2011-06-15 Mohamed Cherfi

We extend results of Zeitouni-Zelditch on large deviations principles for zeros of Gaussian random polynomials $s$ in one complex variable to certain non-Gaussian ensembles that we call $P(\phi)_2$ random polynomials. The probability…

Probability · Mathematics 2015-05-20 Renjie Feng , Steve Zelditch

We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We derive optimal rates of convergence in the supremum norm for estimating the H\"older-smooth mean function of a stochastic process which is repeatedly and discretely observed with additional errors at fixed, multivariate, synchronous…

Statistics Theory · Mathematics 2024-05-09 Max Berger , Philipp Hermann , Hajo Holzmann

We study higher uniformity properties of the M\"obius function $\mu$, the von Mangoldt function $\Lambda$, and the divisor functions $d_k$ on short intervals $(X,X+H]$ with $X^{\theta+\varepsilon} \leq H \leq X^{1-\varepsilon}$ for a fixed…

Number Theory · Mathematics 2024-03-01 Kaisa Matomäki , Xuancheng Shao , Terence Tao , Joni Teräväinen

The paper studies entire functions of finite order of growth for which a representation of the form $\psi(z) = 1+ O(|z|^{-\mu}), \mu >0,$ as $z\to \infty$, is valid on a fixed ray of the complex plane. The main result is the following.…

Complex Variables · Mathematics 2016-01-20 V. L. Geynts , A. A. Shkalikov

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

The main objective of this paper is to present Ostrowski's inequality for a broader class of functions and to propose a refinement to the classical version of it. The original Ostrowski's inequality can be stated as follows "If…

General Mathematics · Mathematics 2025-08-05 Angshuman R. Goswami

The $W$-random graphs provide a flexible framework for modeling large random networks. Using the Large Deviation Principle (LDP) for $W$-random graphs from [9], we prove the LDP for the corresponding class of random symmetric…

Probability · Mathematics 2024-05-08 Mahya Ghandehari , Georgi S. Medvedev

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

We prove by counterexample that a large deviation principle established by Chen and Feng [{\em Comm. Statist. Theory Methods} {\bf 45} (2016), 400--412] in the framework of sublinear expectations is incorrect. That implies that the rate…

Probability · Mathematics 2025-01-20 Pedro Terán , José M. Zapata

We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that the large deviation behavior of the largest eigenvalue is universal for small…

Probability · Mathematics 2023-03-01 Fanny Augeri , Alice Guionnet , Jonathan Husson

Let $f = P[F]$ denote the Poisson integral of $F$ in the unit disk $\mathbb{D}$ with $F$ is an absolute continuous in the unit circle $\mathbb{T}$ and $\dot{F}\in L^p(\mathbb{T})$, where $\dot{F}(e^{it}) = \frac{d}{dt} F(e^{it})$ and $p \in…

Complex Variables · Mathematics 2023-02-21 Adel Khalfallah , Miodrag Mateljević

This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…

Probability · Mathematics 2023-01-20 Lianzi Jiang , Gechun Liang

For first order differential equations of the form $y'=\sum_{p=0}^P F_p(x)y^p$ and second order homogeneous linear differential equations $y''+a(x)y'+b(x)y=0$ with locally integrable coefficients having asymptotic (possibly divergent) power…

Classical Analysis and ODEs · Mathematics 2007-05-23 O. Costin , M. D. Kruskal

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

Dynamical Systems · Mathematics 2018-09-14 V Araujo , M J Pacifico