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This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…

Computation · Statistics 2008-12-18 Marie Chavent , Jérôme Saracco

Firstly, we introduce a new notion called induced upper metric mean dimension with potential, which naturally generalizes the definition of upper metric mean dimension with potential given by Tsukamoto to more general cases, then we…

Dynamical Systems · Mathematics 2022-08-31 Rui Yang , Ercai Chen , Xiaoyao Zhou

Positive semi-definite kernels are used to induce pseudo-metrics, or ``distances'', between measures. We write these as an expected quadratic variation of, or expected inner product between, a random field and the difference of measures.…

Probability · Mathematics 2025-05-30 Ian Langmore

We introduce an invariant, called mean rank, for any module M of the integral group ring of a discrete amenable group $\Gamma$, as an analogue of the rank of an abelian group. It is shown that the mean dimension of the induced…

Dynamical Systems · Mathematics 2018-07-03 Hanfeng Li , Bingbing Liang

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

Probability · Mathematics 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

We derive a simple general parametric representation of the rate-distortion function of a memoryless source, where both the rate and the distortion are given by integrals whose integrands include the minimum mean square error (MMSE) of the…

Information Theory · Computer Science 2010-04-30 Neri Merhav

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

Probability · Mathematics 2018-10-03 Peter Eichelsbacher , Matthias Löwe

This paper is concerned with the lossy compression of general random variables, specifically with rate-distortion theory and quantization of random variables taking values in general measurable spaces such as, e.g., manifolds and fractal…

Probability · Mathematics 2023-06-05 Erwin Riegler , Helmut Bölcskei , Günther Koliander

We prove an analog of Rudolph's theorem for actions of countable amenable groups, which asserts that among invariant measures with entropy at least c on the $G$-shift $(\Lambda^G,\sigma)$, a typical measure has entropy $c$ and is Bernoulli.…

Dynamical Systems · Mathematics 2026-01-07 Tomasz Downarowicz , Jean-Paul Thouvenot , Benjamin Weiss

We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…

Probability · Mathematics 2011-10-24 José Trashorras , Olivier Wintenberger

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

By proving an amenable version of Katok's entropy formula and handling the quasi tiling techniques, we establish large deviations bounds for countable discrete amenable group actions. This generalizes the classical results of Lai-Sang…

Dynamical Systems · Mathematics 2016-02-29 Dongmei Zheng , Ercai Chen , Jiahong Yang

We study directional mean dimension of $\mathbb{Z}^k$-actions (where $k$ is a positive integer). On the one hand, we show that there is a $\mathbb{Z}^2$-action whose directional mean dimension (considered as a $[0,+\infty]$-valued function…

Dynamical Systems · Mathematics 2022-04-27 Sebastián Donoso , Lei Jin , Alejandro Maass , Yixiao Qiao

Recently, an interesting gravitational model was proposed in order to mimic the effect of Dark Matter. Chamseddine and Mukhanov in the arXiv preprint 1308.5410 have separated the conformal mode of a physical metric in the form of a squared…

General Relativity and Quantum Cosmology · Physics 2013-12-02 Alexey Golovnev

We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…

Probability · Mathematics 2026-02-25 Malak Lafi , Artem Zvavitch

We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…

Risk Management · Quantitative Finance 2025-11-13 Peng Liu , Steven Vanduffel , Yi Xia

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

The class A of countable groups that admit a faithful, transitive, amenable -- in the sense that there is an invariant mean -- action on a set has been widely investigated in the past. In this paper, we no longer require the action to be…

Group Theory · Mathematics 2018-04-18 Claire Anantharaman-Delaroche

In this paper, we introduce the notions of upper metric mean dimension, $u$-upper metric mean dimension, $l$-upper metric mean dimension of free semigroup actions for non-compact sets via Carath\'{e}odory-Pesin structure. Firstly, the lower…

Dynamical Systems · Mathematics 2023-07-04 Yanjie Tang , Xiaojiang Ye , Dongkui Ma