Related papers: Cram\'{e}r type moderate deviations for self-norma…
We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for…
In this note, we give a generalization of Cram\'{e}r's large deviations for martingales, which can be regarded as a supplement of Fan, Grama and Liu (Stochastic Process. Appl., 2013). Our method is based on the change of probability measure…
Using a data sample of $(1.0087\pm 0.0044)\times 10^{10}$ $J/\psi$ events collected with the BESIII detector, the decays of $J/\psi\to\gamma\pi^{0} (\eta, \eta^\prime)\to\gamma\gamma\gamma$ are studied. Newly measured branching fractions…
We give necessary and sufficient conditions for joint ergodicity results of collections of sequences with respect to systems of commuting measure preserving transformations. Combining these results with a new technique that we call…
We introduce a new method for the study of fluctuations of partial transition widths based on nuclear resonance fluorescence experiments with quasimonochromatic linearly polarized photon beams below particle separation thresholds. It is…
The Koml\'os$\unicode{x2013}$Major$\unicode{x2013}$Tusn\'ady (KMT) inequality for partial sums is one of the most celebrated results in probability theory. Yet its practical application has been hindered by a lack of practical constants.…
In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation %(CLT for abbreviation) for a class of…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
There has been much progress on efficient algorithms for clustering data points generated by a mixture of $k$ probability distributions under the assumption that the means of the distributions are well-separated, i.e., the distance between…
The continuous random energy model (CREM) is a toy model of spin glasses on $\{0,1\}^N$ that, in the limit, exhibits an infinitely hierarchical correlation structure. We give two polynomial-time algorithms to approximately sample from the…
In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…
We give asymptotic spectral results for Gram matrices of the form $ n^{-1}\mathcal{X}_n \mathcal{X}_n^T$ where the entries of $\mathcal{X}_n$ are dependent across both rows and columns. More precisely, they consist of short or long range…
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…
Numerical methods for SDEs with irregular coefficients are intensively studied in the literature, with different types of irregularities usually being attacked separately. In this paper we combine two different types of irregularities:…
We introduce a class of regularized M-estimators of multivariate scatter and show, analogous to the popular spatial sign covariance matrix (SSCM), that they possess high breakdown points. We also show that the SSCM can be viewed as an…
Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…
We investigate generalizations of the Cram\'er theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts…
We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively…
In these proceedings, we first summarize some general properties of phase transitions in the presence of quenched disorder, with emphasis on the following points: the need to distinguish typical and averaged correlations, the possible…
We present a detailed quantitative analysis of spectral correlations in the Sachdev-Ye-Kitaev (SYK) model. We find that the deviations from universal Random Matrix Theory (RMT) behavior are due to a small number of long-wavelength…