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Bernstein-von Mises results (BvM) establish that the Laplace approximation is asymptotically correct in the large-data limit. However, these results are inappropriate for computational purposes since they only hold over most, and not all,…

Statistics Theory · Mathematics 2019-05-01 Guillaume P. Dehaene

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

Probability · Mathematics 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

This paper studies an asymptotic framework for conducting inference on parameters of the form $\phi(\theta_0)$, where $\phi$ is a known directionally differentiable function and $\theta_0$ is estimated by $\hat \theta_n$. In these settings,…

Statistics Theory · Mathematics 2016-01-14 Zheng Fang , Andres Santos

We present a method for evaluating the partition function in a varying external field. Specifically, we look at the case of a non-interacting, charged, massive scalar field at finite temperature with an associated chemical potential in the…

High Energy Physics - Theory · Physics 2009-11-10 J. J. Mckenzie-Smith , Wade Naylor

We study invariant measures for random countable (finite or infinite) conformal iterated function systems (IFS) with arbitrary overlaps. We do not assume any type of separation condition. We prove, under a mild assumption of finite entropy,…

Dynamical Systems · Mathematics 2015-03-24 Eugen Mihailescu , Mariusz Urbanski

We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…

Probability · Mathematics 2010-12-14 Magdalena Kobylanski

Consider $T(x)= d \, x$ (mod 1) acting on $S^1$, a Lipschitz potential $A:S^1 \to \mathbb{R}$, $0<\lambda<1$ and the unique function $b_\lambda:S^1 \to \mathbb{R}$ satisfying $ b_\lambda(x) = \max_{T(y)=x} \{ \lambda \, b_\lambda(y) +…

Dynamical Systems · Mathematics 2018-04-25 Renato Iturriaga , Artur O. Lopes , Jairo K. Mengue

Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have…

Probability · Mathematics 2013-12-23 Annalisa Cerquetti

This work presents a parametrized family of divergences, namely Alpha-Beta Log- Determinant (Log-Det) divergences, between positive definite unitized trace class operators on a Hilbert space. This is a generalization of the Alpha-Beta…

Functional Analysis · Mathematics 2017-01-17 Minh Ha Quang

A density function for an algebraic invariant is a measurable function on $\mathbb{R}$ which measures the invariant on an $\mathbb{R}$-scale. This function carries a lot more information related to the invariant without seeking extra data.…

Commutative Algebra · Mathematics 2025-04-01 Suprajo Das , Sudeshna Roy , Vijaylaxmi Trivedi

We derive the representative Bernstein measure of the density of $(X_{\alpha})^{-\alpha/(1-\alpha)}, 0 < \alpha < 1$, where $X_{\alpha}$ is a positive stable random variable, as a Fox-H function. When $1-\alpha = 1/j$ for some integer $j…

Statistics Theory · Mathematics 2011-01-13 Nizar Demni

Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

Probability · Mathematics 2012-03-22 Andreas Andresen , Peter Imkeller , Nicolas Perkowski

For statistical inference on an infinite-dimensional Hilbert space $\H $ with no moment conditions we introduce a new class of energy distances on the space of probability measures on $\H$. The proposed distances consist of the integrated…

Statistics Theory · Mathematics 2024-03-19 Holger Dette , Jiajun Tang

In this paper we study the regularity properties of the Gaussian Bessel potentials and Gaussian Bessel fractional derivatives on variable Gaussian Besov-Lipschitz spaces $B_{p(\cdot),q(\cdot)}^{\alpha}(\gamma_{d}),$ that were defined in a…

Classical Analysis and ODEs · Mathematics 2022-05-25 Ebner Pineda , Luz Rodriguez , Wilfredo O. Urbina

We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…

Statistical Mechanics · Physics 2018-03-14 Julien Barré , Cedric Bernardin , Raphaël Chetrite

On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…

Metric Geometry · Mathematics 2012-08-15 Jasun Gong

We obtain a large deviation function for the stationary measures of twisted Brownian motions associated to the Lagrangians $L_{\lambda}(p,v)=\frac{1}{2}g_{p}(v,v)- \lambda\omega_{p}(v)$, where $g$ is a $C^{\infty}$ Riemannian metric in a…

Dynamical Systems · Mathematics 2010-05-06 Artur O. Lopes , Rafael O. Ruggiero

Thermodynamic properties of extensive but nonadditive systems are investigated. The precise definitions of additivity and extensivity are presented, and we will see that additivity derives several important properties including the…

Statistical Mechanics · Physics 2015-10-27 Takashi Mori

Using a transference result, several inequalities of approximation by entire functions of exponential type in $\mathcal{C}(\mathbf{R})$, the class of bounded uniformly continuous functions defined on $\mathbf{R}:=\left( -\infty ,+\infty…

Classical Analysis and ODEs · Mathematics 2022-08-30 Ramazan Akgün

In this article we investigate the behavior of multi-matrix unitary invariant models under a potential $V_\beta=\beta U+W$ when the inverse temperature $\beta$ becomes very large. We first prove, under mild hypothesis on the functionals…

Probability · Mathematics 2025-01-10 Alice Guionnet , Édouard Maurel-Segala
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