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For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…

Probability · Mathematics 2024-10-16 Clément Deslandes , Christian Houdré

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

Probability · Mathematics 2013-04-22 Sourav Chatterjee , S. R. S. Varadhan

We prove that if two additive functions (from a certain class) take large values with roughly the same probability then they must be identical. The Kac-Kubilius model suggests that the distribution of values of a given additive function can…

Number Theory · Mathematics 2011-09-02 Maksym Radziwill

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

We explore how the asymptotic structure of a random permutation of $[n]$ with $m$ inversions evolves, as $m$ increases, establishing thresholds for the appearance and disappearance of any classical, consecutive or vincular pattern. The…

Combinatorics · Mathematics 2024-08-13 David Bevan , Dan Threlfall

We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be…

Statistical Mechanics · Physics 2020-04-21 Francesco Coghi , Rosemary J. Harris

We investigate the order of the variance of the optimal alignments score of two independent iid binary random words having the same length. The letters are equiprobable, but the scoring function is such that one letter has a larger score…

Probability · Mathematics 2016-06-17 Christian Houdré , Heinrich Matzinger

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Probability · Mathematics 2025-12-12 Miguel Abadi

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

Probability · Mathematics 2010-04-09 Atilla Yilmaz

We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…

Physics and Society · Physics 2020-11-11 Hendrik Schawe , Alexander K. Hartmann

In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…

Probability · Mathematics 2007-05-23 Paul Dupuis , Carl Nuzman , Phil Whiting

We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…

Probability · Mathematics 2011-10-28 Miguel Abadi , Rodrigo Lambert

In this paper, we consider pattern avoidance in a subset of words on $\{1,1,2,2,\dots,n,n\}$ called reverse double lists. In particular a reverse double list is a word formed by concatenating a permutation with its reversal. We enumerate…

Combinatorics · Mathematics 2023-06-22 Monica Anderson , Marika Diepenbroek , Lara Pudwell , Alex Stoll

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Probability · Mathematics 2007-05-23 Wlodek Bryc

We study the size of the largest biconnected components in sparse Erd\H{o}s-R\'enyi graphs with finite connectivity and Barab\'asi-Albert graphs with non-integer mean degree. Using a statistical-mechanics inspired Monte Carlo approach we…

Disordered Systems and Neural Networks · Physics 2019-04-05 Hendrik Schawe , Alexander K. Hartmann

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

Probability · Mathematics 2023-08-21 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…

Probability · Mathematics 2017-07-18 Elnur Emrah , Chris Janjigian

We investigate the probability of observing a given pattern of $n$ rises and falls in a random stationary data series. The data are modelled as a sequence of $n+1$ independent and identically distributed random numbers. This probabilistic…

Statistical Mechanics · Physics 2014-04-29 J M Luck

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori