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This work develops a methodology for analyzing large-deviation lower tails associated with geometric functionals computed on a homogeneous Poisson point process. The technique applies to characteristics expressed in terms of stabilizing…

Probability · Mathematics 2019-10-15 Christian Hirsch , Benedikt Jahnel , András Tóbiás

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

Probability · Mathematics 2016-05-02 Sourav Chatterjee , Amir Dembo

We study topological and geometric functionals of $l_\infty$-random geometric graphs on the high-dimensional torus in a sparse regime, where the expected number of neighbors decays exponentially in the dimension. More precisely, we…

Probability · Mathematics 2025-01-08 Gilles Bonnet , Christian Hirsch , Daniel Rosen , Daniel Willhalm

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…

Statistics Theory · Mathematics 2025-12-16 Bufan Li , Xinghao Qiao , Weichi Wu , Holger Dette

Classical Density Functional Theory (DFT) is a statistical-mechanical framework to analyze fluids, which accounts for nanoscale fluid inhomogeneities and non-local intermolecular interactions. DFT can be applied to a wide range of…

Computational Engineering, Finance, and Science · Computer Science 2017-02-07 Andreas Nold , Benjamin D. Goddard , Peter Yatsyshin , Nikos Savva , Serafim Kalliadasis

In this paper we introduce a new notion of convergence of sparse graphs which we call Large Deviations or LD-convergence and which is based on the theory of large deviations. The notion is introduced by "decorating" the nodes of the graph…

Probability · Mathematics 2013-02-20 Christian Borgs , Jennifer Chayes , David Gamarnik

Current mesh reduction techniques, while numerous, all primarily reduce mesh size by successive element deletion (e.g. edge collapses) with the goal of geometric and topological feature preservation. The choice of geometric error used to…

Analysis of PDEs · Mathematics 2009-10-09 Chandrajit Bajaj , Andrew Gillette , Qin Zhang

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Numerical Analysis · Mathematics 2021-08-03 D. Belomestny , L. Iosipoi , Q. Paris , N. Zhivotovskiy

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

We compute the logarithmic asymptotics of the non-existence probability (and more generally the lower-tail probability) for a wide variety of combinatorial problems for a range of parameters in the `critical regime' between the regime…

Combinatorics · Mathematics 2026-04-07 Matthew Jenssen , Will Perkins , Aditya Potukuchi , Michael Simkin

We compute the joint large deviation rate functional in the limit of large time for the current flowing through the edges of a finite graph on which a boundary-driven system of stochastic particles evolves with zero-range dynamics.This…

Statistical Mechanics · Physics 2025-12-15 Davide Gabrielli , Rosemary J. Harris

We establish the (level-1) large deviation principles for three kinds of means associated with the backward continued fraction expansion. We show that: for the harmonic and geometric means, the rate functions vanish exactly at one point;…

Dynamical Systems · Mathematics 2019-12-30 Hiroki Takahasi

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

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We present a rigorous convergence analysis for cylindrical approximations of nonlinear functionals, functional derivatives, and functional differential equations (FDEs). The purpose of this analysis is twofold: first, we prove that…

Numerical Analysis · Mathematics 2021-03-17 Daniele Venturi , Alec Dektor

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos
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