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We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong…

Probability · Mathematics 2012-02-23 Florence Merlevède , Magda Peligrad , Emmanuel Rio

The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general $p$th-order bifurcating autoregressive processes, under…

Probability · Mathematics 2012-04-12 Hacène Djellout , Valère Bitseki Penda

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

Probability · Mathematics 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß

The notions of unimodular Minkowski and Hausdorff dimensions are defined in [arXiv:1807.02980] for unimodular random discrete metric spaces. The present paper is focused on the connections between these notions and the polynomial growth…

Probability · Mathematics 2021-02-16 François Baccelli , Mir-Omid Haji-Mirsadeghi , Ali Khezeli

Most of the fundamental characteristics of quantum mechanics, such as non-locality and contextuality, are manifest in discrete, finite-dimensional systems. However, many quantum information tasks that exploit these properties cannot be…

Quantum Physics · Physics 2022-06-14 Thais L. Silva , Łukasz Rudnicki , Daniel S. Tasca , Stephen P. Walborn

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on fine asymptotics of the variance of the eigenvalue counting function of GUE matrices due to Gustavsson.…

Probability · Mathematics 2013-01-14 Hanna Doering , Peter Eichelsbacher

This work introduces two new notions of dimension, namely the unimodular Minkowski and Hausdorff dimensions, which are inspired from the classical analogous notions. These dimensions are defined for unimodular discrete spaces, introduced in…

Probability · Mathematics 2021-02-16 François Baccelli , Mir-Omid Haji-Mirsadeghi , Ali Khezeli

We present a novel approach to establishing the variational principle for Gibbs and generalized (weak and almost) Gibbs states. Limitations of a thermodynamical formalism for generalized Gibbs states will be discussed. A new class of…

Mathematical Physics · Physics 2007-05-23 A. C. D. van Enter , E. A. Verbitskiy

The reliable recovery and uncertainty quantification of a fixed effect function $\mu$ in a functional mixed model, for modelling population- and object-level variability in noisily observed functional data, is a notoriously challenging…

Methodology · Statistics 2024-11-28 Fangyi Wang , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

In this manuscript, we provide a concise review of the concept of metric dimension for both deterministic as well as random graphs. Algorithms to approximate this quantity, as well as potential applications, are also reviewed. This work has…

Discrete Mathematics · Computer Science 2019-10-25 Richard C. Tillquist , Rafael M. Frongillo , Manuel E. Lladser

Researchers have developed ways to generalize the mean and variance to situations in which a data metric is available. We apply the tools developed in Pennec (2006) to categorical data, and show the generality of this approach by…

Applications · Statistics 2014-10-07 Roger Bilisoly

We use ideas from topological dynamics (amenability), combinatorics (structural Ramsey theory) and model theory (Fra\" {i}ss\' e limits) to study closed amenable subgroups $G$ of the symmetric group $S_\infty$ of a countable set, where…

Logic · Mathematics 2012-05-03 Willem L. Fouche

In this work we study the use of moderate deviation functions to measure similarity and dissimilarity among a set of given interval-valued data. To do so, we introduce the notion of interval-valued moderate deviation function and we study…

The linearized dynamical equation for metric perturbations in a fully general, non-vacuum, background geometry is obtained from the Hamilton variational principle applied to the action up to second order. We specialize our results to the…

General Relativity and Quantum Cosmology · Physics 2021-07-14 G. Fanizza , M. Gasperini , E. Pavone , L. Tedesco

In this paper, we introduce the mean $\Psi$-intermediate dimension which has a value between the mean Hausdorff dimension and the metric mean dimension, and prove the equivalent definition of the mean Hausdorff dimension and the metric mean…

Dynamical Systems · Mathematics 2024-07-16 Yu Liu , Bilel Selmi , Zhiming Li

In this paper, we develop the metric geometry of ranking statistics, proving that the two major permutation distances in the statistics literature -- Kendall tau and Spearman footrule -- extend naturally to incomplete rankings with both…

Metric Geometry · Mathematics 2026-02-12 Moon Duchin , Kristopher Tapp

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…

Probability · Mathematics 2020-12-29 Lu-Jing Huang , Yong-Hua Mao

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu