Related papers: A subexponential version of Cramer's theorem
The main contribution of this article is an asymptotic expression for the rate associated with moderate deviations of subgraph counts in the Erd\H{o}s-R\'enyi random graph $G(n,m)$. Our approach is based on applying Freedman's inequalities…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
The problem of nonparametric inference on a monotone function has been extensively studied in many particular cases. Estimators considered have often been of so-called Grenander type, being representable as the left derivative of the…
An important question in statistical network analysis is how to estimate models of discrete and dependent network data with intractable likelihood functions, without sacrificing computational scalability and statistical guarantees. We…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
We prove a linear version of Dawson-G{\"a}rtner theorem: weak large deviation principles and the equality --s = p* between the negentropy and the Fenchel-Legendre transform of the pressure are preserved through linear projective limits. As…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
We focus on a data sequence produced by repetitive quantum measurement on an internal hidden quantum system, and call it a hidden Markovian process. Using a quantum version of the Perron-Frobenius theorem, we derive novel upper and lower…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
By considering subexponential contributions in large deviation theory, we determine the fine structure in the probability distribution of the observable displacement of a bead coupled to a molecular motor. More generally, for any stochastic…
For any scalar-valued bivariate function that is locally Lipschitz continuous and directionally differentiable, it is shown that a subgradient may always be constructed from the function's directional derivatives in the four compass…
We present the model-independent studies of non attractor inflation in the context of effective field theory (EFT) of inflation. Within the EFT approach two independent branches of non-attractor inflation solutions are discovered in which a…
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…
Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…