Related papers: Nonconventional moderate deviations theorems and e…
The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this…
We bound an exponential sum that appears in the study of irregularities of distribution (the low-frequency Fourier energy of the sum of several Dirac measures) by geometric quantities: a special case is that for all $\left\{ x_1, \dots,…
We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system…
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of…
We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…
For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…
We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…
In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain Burgers' equation and the stochastic reaction-diffusion equation. The weak…
For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…
In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and…
We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…
Let $\pa{X_{t}}_{t\in T}$ be a family of real-valued centered random variables indexed by a countable set $T$. In the first part of this paper, we establish exponential bounds for the deviation probabilities of the supremum $Z=\sup_{t\in…
We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the…
In this paper, we are concerned with obtaining distribution-free concentration inequalities for mixture of independent Bernoulli variables that incorporate a notion of variance. Missing mass is the total probability mass associated to the…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…
In this paper we study the following class of fractional relativistic Schr\"odinger equations: \begin{equation*} \left\{ \begin{array}{ll} (-\Delta+m^{2})^{s}u + V(\varepsilon x) u= f(u) &\mbox{ in } \mathbb{R}^{N}, \\ u\in…