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We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

Probability · Mathematics 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal…

Machine Learning · Computer Science 2022-11-03 Dragana Bajovic , Dusan Jakovetic , Soummya Kar

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

Probability · Mathematics 2022-03-29 Zhengdao Chen , Grant M. Rotskoff , Joan Bruna , Eric Vanden-Eijnden

The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail…

Statistics Theory · Mathematics 2011-05-19 Fuqing Gao , Xingqiu Zhao

Motivated by research on contraction analysis and incremental stability/stabilizability the study of 'differential properties' has attracted increasing attention lately. Previously lifts of functions and vector fields to the tangent bundle…

Optimization and Control · Mathematics 2015-04-10 Arjan van der Schaft

Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…

Statistics Theory · Mathematics 2021-10-06 Lan Gao , Yingying Fan , Jinchi Lv , Qi-Man Shao

It is well known that symplectic methods have been rigorously shown to be superior to non-symplectic ones especially in long-time computation, when applied to deterministic Hamiltonian systems. In this paper, we attempt to study the…

Numerical Analysis · Mathematics 2026-03-06 Chuchu Chen , Jialin Hong , Diancong Jin , Liying Sun

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…

Quantum Physics · Physics 2020-10-08 Masahito Hayashi , Yuuya Yoshida

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wang (2016) explored different types of asymptotic properties…

Statistics Theory · Mathematics 2025-01-28 Shaojun Guo , Dong Li , Xinghao Qiao , Yizhu Wang

In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian estimates, this problem…

Probability · Mathematics 2019-08-27 Zhixin Wu , Arijit Chakrabarty , Gennady Samorodnitsky

Understanding distance metrics in high-dimensional spaces is crucial for various fields such as data analysis, machine learning, and optimization. The Manhattan distance, a fundamental metric in multi-dimensional settings, measures the…

General Mathematics · Mathematics 2024-06-25 Ergon Cugler de Moraes Silva

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related…

Probability · Mathematics 2016-09-07 Uwe Einmahl , James Kuelbs

This paper is devoted to a systematic study of certain geometric integral inequalities which arise in continuum combinatorial approaches to $L^p$-improving inequalities for Radon-like transforms over polynomial submanifolds of intermediate…

Classical Analysis and ODEs · Mathematics 2022-03-23 Philip T Gressman

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

Borgs, Chayes, Gaudio, Petti and Sen [arXiv:2007.14508] proved a large deviation principle for block model random graphs with rational block ratios. We strengthen their result by allowing any block ratios (and also establish a simpler…

Probability · Mathematics 2023-11-27 Jan Grebík , Oleg Pikhurko

In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…

Probability · Mathematics 2024-09-10 Alice Guionnet , Jiaoyang Huang

We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…

Combinatorics · Mathematics 2026-03-12 Torben Donzelmann , Martina Juhnke , Benedikt Rednoß , Christoph Thäle