Related papers: The large deviation behavior of lacunary sums

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Given an $n$-dimensional random vector $X^{(n)}$ , for $k < n$, consider its $k$-dimensional projection $\mathbf{a}_{n,k}X^{(n)}$, where $\mathbf{a}_{n,k}$ is an $n \times k$-dimensional matrix belonging to the Stiefel manifold…

Let $f$ be a locally integrable function defined on $\mathbb{R}$, and let $(n_k)$ be a lacunary sequence. Define the operator $A_{n_k}$ by $$A_{n_k}f(x)=\frac{1}{n_k}\int_0^{n_k}f(x-t)\, dt.$$ We prove various types of new inequalities for…

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues $\{\lambda_1,\cdots,\lambda_N\}$. We study the distribution of truncated linear statistics of the form $\tilde{L}=\sum_{i=1}^p f(\lambda_i)$…

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

Given $\pi \in S_n$, let $Z_{n,k}(\pi)=\sum_{1\leq i_1<\dots<i_k\leq n} \mathbf{1}(\{ \pi_{i_1}<\dots<\pi_{i_k}\}$ denote the number of increasing subsequences of length $k$. Consider the "generalized Ulam problem," studying the…

In 1975 Walter Philipp proved the law of the iterated logarithm (LIL) for the discrepancy of lacunary sequences: for any sequence $(n_k)_{k \geq 1}$ satisfying the Hadamard gap condition $n_{k+1} / n_k \geq q > 1,~k \geq 1,$ we have $$…

Let $U_m$ be an $m \times m$ Haar unitary matrix and $U_{[m,n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/n \to \lambda $ and $n \to \infty$. The…

We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),\,t\geq 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values in the finite set of states…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…

Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best frameworks in which condensation phenomena take place, namely,…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

The empirical mean of $n$ independent and identically distributed (i.i.d.) random variables $(X_1,\dots,X_n)$ can be viewed as a suitably normalized scalar projection of the $n$-dimensional random vector $X^{(n)}\doteq(X_1,\dots,X_n)$ in…

The d'Arcais polynomials $P_n(z)$ for $n\in\{0,1,\dots\}$ are defined as $\sum_{n=0}^{\infty} P_n(z) q^n = \exp(-z\ln((q;q)_{\infty}))$ where the $q$-Pochhammer symbol is $(q;q)_{\infty} = \prod_{k=1}^{\infty} (1-q^k)$ for $|q|<1$. Denoting…

This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…