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The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

In this paper we obtain some possibilistic variants of the probabilistic laws of large numbers, different from those obtained by other authors, but very natural extensions of the corresponding ones in probability theory. Our results are…

Probability · Mathematics 2020-09-15 Sorin G. Gal

We study the limit theory of large threshold graphs and apply this to a variety of models for random threshold graphs. The results give a nice set of examples for the emerging theory of graph limits.

Combinatorics · Mathematics 2009-08-19 Persi Diaconis , Susan Holmes , Svante Janson

This article gives an overview of the emerging literature on large deviations for random graphs. Written for the general mathematical audience, the article begins with a short introduction to the theory of large deviations. This is followed…

Probability · Mathematics 2016-04-29 Sourav Chatterjee

Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…

Probability · Mathematics 2024-08-30 Celine Moucer , Adrien Taylor , Francis Bach

In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.

Combinatorics · Mathematics 2007-05-23 V. Vu

We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. Two different extensions, conditionally directed power distribution and conditionally undirected power…

Statistics Theory · Mathematics 2012-06-12 H. Homei

We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…

Statistical Mechanics · Physics 2014-02-18 Florian Angeletti , Hugo Touchette , Eric Bertin , Patrice Abry

Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…

Probability · Mathematics 2018-11-29 Ying Zhang

We give a survey of some known results and of the many open questions in the study of generic phenomena in geometrically interesting groups.

Geometric Topology · Mathematics 2012-11-29 Igor Rivin

As the amount of linked data published on the web grows, attempts are being made to describe and measure it. However even basic statistics about a graph, such as its size, are difficult to express in a uniform and predictable way. In order…

Databases · Computer Science 2014-10-21 William Waites

In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study of complete convergence, in this paper, we study the…

Probability · Mathematics 2015-09-29 Lingtao Kong , Hongshuai Dai

In this article, we study about the $\lambda$-statistical convergence with respect to the density of moduli and find some results related to statistical convergence as well. Also we introduce the concept of $f_\lambda$-summable sequence and…

Functional Analysis · Mathematics 2016-03-31 Stuti Borgohain , Ekrem Savas

We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…

Probability · Mathematics 2022-05-09 Sherzod M. Mirakhmedov

We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…

Probability · Mathematics 2016-08-14 Xiao Fang , Adrian Röllin

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

In this note, we show that classical statistical tests for randomness are language dependent.

Methodology · Statistics 2012-05-29 Branden Fitelson , Daniel Osherson

The aim of this paper is to establish the Marcinkiewicz-Zygmund (MZ) type law of large numbers for the randomly weighted sums with weights chosen randomly, uniformly over the unit sphere in $\mathbb{R}^n$. We also establish a theorem that…

Probability · Mathematics 2025-05-20 Vishakha

In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…

Probability · Mathematics 2021-01-19 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio
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