Related papers: Large deviations for uniform projections of $p$-ra…

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Let $\Theta^{(n)}$ be a random vector uniformly distributed on the unit sphere $\mathbb S^{n-1}$ in $\mathbb R^n$. Consider the projection of the uniform distribution on the cube $[-1,1]^n$ to the line spanned by $\Theta^{(n)}$. The…

We prove some "high probability" results on the expected value of the mean width for random perturbations of random polytopes. The random perturbations are considered for Gaussian and $p$-stable random vectors, as well as uniform…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with random slipping and twisting. The system is modelled by a…

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

In this paper we study $L_p$-norm spherical copulas for arbitrary $p \in [1,\infty]$ and arbitrary dimensions. The study is motivated by a conjecture that these distributions lead to a sharp bound for the value of a certain generalized mean…

This is a continuation of a project on large deviations for the empirical measures of zeros of random holomorphic sections of random line bundles over a Riemann surface X. In a previous article with O. Zeitouni (arXiv:0904.4271), we proved…

In this technical report, we will make two observations concerning symmetries of the probability distribution resulting from projection of a piece of p-dimensional data onto a random m-dimensional subspace of $\mathbb{R}^p$, where m < p. In…

In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

We generalise the recently introduced large-margin $\ell_p$-SVDD approach to exploit the geometry of data distribution via manifold regularising for time series anomaly detection. Specifically, we formulate a manifold-regularised variant of…

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…

Let $\nu\in M^1([0,\infty[)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq1}$ be i.i.d. $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution…

We investigate $L^p$ regularity of weighted Bergman projections on the unit disc and $L^p$ regularity of ordinary Bergman projections in higher dimensions.

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…

Upper bounds for the $L_p$-discrepancies of point distributions in compact metric measure spaces for $0<p\le\infty$ have been established in the paper [6] by Brandolini, Chen, Colzani, Gigante and Travaglini. In the present paper we show…