Related papers: Large deviations, moderate deviations, and the KLS…
I investigate the Kazakov-Migdal (KM) model -- the Hermitean gauge-invariant matrix model on a D-dimensional lattice. I utilize an exact large-N solution of the KM model with a logarithmic potential to examine its critical behavior. I find…
By analogy with recent arguments concerning the mean velocity profile of wall-bounded turbulent shear flows, we suggest that there may exist corrections to the 2/3 law of Kolmogorov, which are proportional to $(\ln\,\Re)^{-1}$ at large Re.…
We give a proof of the $A_2$ conjecture in geometrically doubling metric spaces (GDMS), i.e. a metric space where one can fit not more than a fixed amount of disjoint balls of radius $r$ in a ball of radius $2r$. Our proof consists of three…
We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…
We study in detail the equations of the geodesic deviation in multidimensional theories of Kaluza-Klein type. We show that their 4-dimensional space-time projections are identical with the equations obtained by direct variation of the usual…
A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…
The conserved Kuramoto-Sivashinsky (CKS) equation, u_t = -(u+u_xx+u_x^2)_xx, has recently been derived in the context of crystal growth, and it is also strictly related to a similar equation appearing, e.g., in sand-ripple dynamics. We show…
We study the dimensional Brunn-Minkowski inequality for even log-concave probability measures $\mu$ on $\mathbb{R}^n$ via an analytic approach based on diffusion operators and gradient estimates. Our main result asserts that for every pair…
In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…
Covariant Lyapunov vectors (CLVs) are intrinsic modes that describe long-term linear perturbations of solutions of dynamical systems. With recent advances in the context of semi-invertible multiplicative ergodic theorems, existence of CLVs…
We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…
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…
Increasingly large parameter spaces, used to more accurately model precision observables in physics, can paradoxically lead to large deviations in the inferred parameters of interest -- a bias known as volume projection effects -- when…
We initiate a study of large deviations for block model random graphs in the dense regime. Following Chatterjee-Varadhan(2011), we establish an LDP for dense block models, viewed as random graphons. As an application of our result, we study…
In this paper, we first review one of difficult parts of the proof of Witten's conjecture by Kontsevich that had not been emphasized before. In the derivation of the KdV equations, we review the boson-fermion correspondence method \cite{K}…
This survey is mostly concerned with unstable analogues of the Lichtenbaum-Quillen Conjecture. The Lichtenbaum-Quillen Conjecture (now implied by the Voevodsky-Rost Theorem) attempts to describe the algebraic K-theory of rings of integers…
We study ordinary solitons and gap solitons (GSs) in the effectively one-dimensional Gross-Pitaevskii equation, with a combination of linear and nonlinear lattice potentials. The main points of the analysis are effects of the…
In the presence of confounders, the ordinary least squares (OLS) estimator is known to be biased. This problem can be remedied by using the two-stage least squares (TSLS) estimator, based on the availability of valid instrumental variables…
Asymptotically large Reynolds number hydrodynamic turbulence is characterized by multi-scaling of moments of velocity increments and spatial derivatives. With decreasing Reynolds number toward $R_{\lambda}=R^{tr}_{\lambda}\approx 9.0$, the…