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Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

Probability · Mathematics 2020-10-20 Thierry Klein , Agnès Lagnoux , Pierre Petit

Split-Plot or Repeated Measures Designs with multiple groups occur naturally in sciences. Their analysis is usually based on the classical Repeated Measures ANOVA. Roughly speaking, the latter can be shown to be asymptotically valid for…

Statistics Theory · Mathematics 2020-03-11 Paavo Sattler

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

Probability · Mathematics 2025-11-26 Sung-Soo Byun , Jonas Jalowy , Yong-Woo Lee , Grégory Schehr

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…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We study the asymptotic behaviour of sequences of multivariate random variables representing the number of occurrences of a given set of symbols in a word of length $n$ generated at random according to a rational stochastic model. Assuming…

Probability · Mathematics 2026-02-03 Massimiliano Goldwurm , Claudio Macci , Marco Vignati , Elena Villa

We prove a moderate deviations principles for the size of the largest connected component in a random $d$-uniform hypergraph. The key tool is a version of the exploration process, that is also used to investigate the giant component of an…

Probability · Mathematics 2019-07-19 Jingjia Liu , Matthias Löwe

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

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…

Probability · Mathematics 2015-12-15 Julian Grote , Christoph Thaele

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

Statistics Theory · Mathematics 2023-07-21 Stanislav Minsker , Nate Strawn

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…

Probability · Mathematics 2026-03-03 Gaëtan Borot , Vadim Gorin , Alice Guionnet

Sharp large deviation results of Bahadur-Ranga Rao type are provided for the $q$-norm of random vectors distributed on the $\ell _{p}^{n}$-ball ${\mathbb{B}}^{n}_{p}$ according to the cone probability measure or the uniform distribution for…

Probability · Mathematics 2021-08-10 Tom Kaufmann

In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Further, we give the one-point LDP of the spatial finite…

Numerical Analysis · Mathematics 2026-03-06 Diancong Jin , Derui Sheng

Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…

Statistical Mechanics · Physics 2023-09-13 Maxime Debiossac , Nikolai Kiesel , Eric Lutz

Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

We review and announce recent results on the asymptotic behavior of asymptotically Euclidean relativistic initial data sets and asymptotic foliations thereof. In particular, we discuss the geometrization of asymptotic flatness and of…

Analysis of PDEs · Mathematics 2026-04-09 Carla Cederbaum , Jan Metzger

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

Combinatorics · Mathematics 2017-05-30 Matthew Yancey