Related papers: Linear response and moderate deviations: hierarchi…
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…
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…
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…
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…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
Functionals of spatial point process often satisfy a weak spatial dependence condition known as stabilization. In this paper we prove process level moderate deviation principles (MDP) for such functionals, which are a level-3 result for…
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…
This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…
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…
This note provides a tool to infer moderate deviations principles for specific random variables from deviations principles for their Hubbard-Stratonovich transforms.
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2, p\ge 2 and the case…
In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…
Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a…
We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…
We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and…
Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…
We prove sample path moderate deviation principles (MDP) for the current and the tagged particle in the symmetric simple exclusion process, which extends the results in \cite{xue2023moderate}, where the MDP was only proved at any fixed…
In this paper we establish a moderate deviation principle of the hitting times for trajectories of sums of independent and identically distributed random variables. The main idea of proof is to convert the moderate deviations over a small…
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.…