Related papers: Cram\'{e}r type moderate deviations for self-norma…

We consider the large deviations associated with the empirical mean of independent and identically distributed random variables under a subexponential moment condition. We show that non-trivial deviations are observable at a subexponential…

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

A new test of independence between random elements is presented in this article. The test is based on a functional of the Cram\'{e}r-von Mises type, which is applied to a $U$-process that is defined from the recurrence rates. Theorems of…

A large class of statistics can be formulated as smooth functions of sample means of random vectors. In this paper, we propose a general partial Cram\'{e}r's condition (GPCC) and apply it to establish the validity of the Edgeworth expansion…

This paper presents some numerical experiments in relation with the theoretical study of the ergodic short-term behaviour of discretizations of expanding maps done in arXiv:2206.07991 [math.DS]. Our aim is to identify the phenomena driving…

Let $(Z_n)_{n\geq0}$ be a supercritical Galton-Watson process. The Lotka-Nagaev estimator $Z_{n+1}/Z_n$ is a common estimator for the offspring mean.In this paper, we establish some Cram\'{e}r moderate deviation results for the Lotka-Nagaev…

The synchronous Nyquist folding generalized eigenvalue method (SNGEM) realizes full frequency/amplitude/phase estimation of multitone signals at extreme sub-Nyquist rates by jointly processing the original signals and their time…

We study extensions of Fr\'{e}chet means for random objects in the space ${\rm Sym}^+(p)$ of $p \times p$ symmetric positive-definite matrices using the scaling-rotation geometric framework introduced by Jung et al. [\textit{SIAM J. Matrix.…

We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…

We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…

The main contribution of this article is an asymptotic expression for the rate associated with moderate deviations of subgraph counts in the Erd\H{o}s-R\'enyi random graph $G(n,m)$. Our approach is based on applying Freedman's inequalities…

In this article we show the existence of closed embedded self-shrinkers in $\Bbb{R}^{n+1}$ that are topologically of type $S^1\times M$, where $M\subset S^n$ is any isoparametric hypersurface in $S^n$ for which the multiplicities of the…

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which contains Cram\'er's theorem for i.i.d. random vectors and Sanov's theorem for asymptotically decoupled measures.…

Recently published measurements of the branching ratios ${\cal B}(\psi(1S)\to\ga \eta_C(1S))$ and ${\cal B}(\psi(2S)\to\ga \eta_C(1S))$ by the CLEO collaboration are examined in the context of a potential model that includes both…

QCD sum-rules are used to calculate the $\hat\rho(1^{-+})\to\pi\eta, \pi\eta'$ decay widths of the exotic hybrid in two different $\eta-\eta'$ mixing schemes. In the conventional flavour octet-singlet mixing scheme, the decay widths are…

The $\eta$-$\eta^\prime$ mixing angle is deduced from an updated phenomenological analysis of $J/\psi$ decays into a vector and a pseudoscalar meson. Corrections due to non-ideal $\omega$-$\phi$ mixing are confirmed to be crucial to find…

Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…

In this paper, we derive a valid Edgeworth expansions for the Bessel corrected empirical variance when data are generated by a strongly mixing process whose distribution can be arbitrarily. The constraint of strongly mixing process makes…

In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…