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Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…

Probability · Mathematics 2008-05-07 Florence Merlevede , Magda Peligrad

Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator.…

Probability · Mathematics 2021-09-03 S. Valère Bitseki Penda

We consider models for social choice where voters rank a set of choices (or alternatives) by deliberating in small groups of size at most $k$, and these outcomes are aggregated by a social choice rule to find the winning alternative. We…

Computer Science and Game Theory · Computer Science 2025-03-21 Ashish Goel , Mohak Goyal , Kamesh Munagala

Metric mean dimension is a metric invariant of dynamical systems. It is a dynamical analogue of Minkowski dimension of metric spaces. We explain that old ideas of Bowen (1972) can be used for clarifying the local nature of metric mean…

Dynamical Systems · Mathematics 2021-03-09 Masaki Tsukamoto

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

Mathematical Physics · Physics 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana

In this paper, we studied the metric mean dimension in Feldman-Katok(FK for short) metric. We introduced the notions of FK-Bowen metric mean dimension and FK-Packing metric mean dimension on subset. And we established two variational…

Dynamical Systems · Mathematics 2022-08-16 Kunmei Gao , Ruifeng Zhang

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

Probability · Mathematics 2014-03-13 Vasileios Maroulas

There has been much interest in generalizing Kesten's criterion for amenability in terms of a random walk to other contexts, such as determining amenability of a deck covering group by the bottom of the spectrum of the Laplacian or entropy…

Dynamical Systems · Mathematics 2021-10-06 Rhiannon Dougall

We present a generalization of the variational principle that is compatible with any Hamiltonian eigenstate that can be specified uniquely by a list of properties. This variational principle appears to be compatible with a wide range of…

Chemical Physics · Physics 2020-02-07 Jacqueline A. R. Shea , Elise Gwin , Eric Neuscamman

Conformal and disformal transformations are now being very intensively studied in the context of various modified gravity theories. In particular, some special classes of them can be used for constructing Mimetic Dark Matter models.…

General Relativity and Quantum Cosmology · Physics 2023-01-10 Alexey Golovnev

We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…

Probability · Mathematics 2017-02-06 Hacène Djellout , Arnaud Guillin , Hui Jiang , Yacouba Samoura

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In…

Risk Management · Quantitative Finance 2021-07-27 Marlon Moresco , Marcelo Righi , Eduardo Horta

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

Probability · Mathematics 2007-06-13 Hacene Djellout , Arnaud Guillin , Liming Wu

Recently Bingbing Liang and Hanfeng Li computed the mean dimension and metric mean dimension for algebraic actions of amenable groups. We show how to extend their computation of metric mean dimension to the case of sofic groups, provided…

Group Theory · Mathematics 2017-08-31 Ben Hayes

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Probability · Mathematics 2007-05-23 Wlodek Bryc

For the countable discrete amenable group actions, we calculate the mean Hausdorff dimensions of three types of infinite dimensional fractal systems, the self-similar systems, homogeneous systems in the infinite-dimensional torus, and the…

Dynamical Systems · Mathematics 2024-11-13 Xianqiang Li , Xiaofang Luo

We extend some of the measures of association defined by Lazarsfeld and Martin, obtaining useful invariants to compare the birational geometry of two varieties having different dimensions. We explore such invariants providing examples and…

Algebraic Geometry · Mathematics 2024-07-23 Giovanni Passeri

New bounds on the rate distortion function of certain non-Gaussian sources, with a proportional-weighted mean-square error (MSE) distortion measure, are given. The growth, g, of the rate distortion function, as a result of changing from a…

Information Theory · Computer Science 2007-07-13 Jacob Binia

We are concerned with sets of generic points for shift-invariant measures in the countable symbolic space. We measure the sizes of the sets by the Billingsley-Hausdorff dimensions defined by Gibbs measures. It is shown that the dimension of…

Dynamical Systems · Mathematics 2016-02-01 Ai-hua Fan , Ming-tian Li , Ji-hua Ma

Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a…

Probability · Mathematics 2013-06-29 Pierre Nyquist