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

We show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called "Topological Collet-Eckmann". More precisely, we prove a large deviation principle for the distribution of…

Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…

We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…

We show that standard deviation $\s$ satisfies the Leibniz inequality $\s(fg) \leq \s(f)\|g\| + \|f\|\s(g)$ for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as…

We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…

Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…

In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…

One says that the local large deviation principle (LLDP) is satisfied for a family of random vectors $\{\zeta_T\}_{T\ge 0}$ in $\mathbb R^d,$ $d\ge 1,$ if there exists a function $D:\mathbb R^d\to [0,\infty],$ $D\not \equiv \infty,$ such…

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

Assume that a sequence $x=x_0x_1\ldots$ is frequency-typical for a finite-valued stationary stochastic process $\textbf X$. We prove that the function associating to $x$ the entropy-rate $\bar H(\textbf X)$ of $\textbf X$ is uniformly…

We establish asymptotic estimates for exact upper bounds of uniform approximations by Fourier sums on the classes of $2\pi$-periodic functions, which are represented by convolutions of functions $\varphi (\varphi\bot 1)$ from unit ball of…

This work has been motivated by recent papers that quantify the density of values of generic quadratic forms and other polynomials at integer points, in particular ones that use Rogers' second moment estimates. In this paper we establish…

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Motivated by questions in lossy data compression and by theoretical considerations, we examine the problem of estimating the rate-distortion function of an unknown (not necessarily discrete-valued) source from empirical data. Our focus is…

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

For fixed $c,$ Prolate Spheroidal Wave Functions (PSWFs), denoted by $\psi_{n, c},$ form an orthogonal basis with remarkable properties for the space of band-limited functions with bandwith $c$. They have been largely studied and used after…

We establish an averaging principle on the real semi-axis for semi-linear equation \begin{equation}\label{eqAb1} x'=\varepsilon (\mathcal A x+f(t)+F(t,x))\nonumber \end{equation} with unbounded closed linear operator $\mathcal A$ and…

To our knowledge, the analysis of convergence rates for persistence diagrams estimation from noisy signals has predominantly relied on lifting signal estimation results through sup-norm (or other functional norm) stability theorems. We…

Say $X_1,X_2,\ldots$ are independent identically distributed Bernoulli random variables with mean $p$. This paper builds a new estimate $\hat p$ of $p$ that has the property that the relative error, $\hat p /p - 1$, of the estimate does not…