English
Related papers

Related papers: On independence and large deviations for sublinear…

200 papers

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Probability · Mathematics 2023-04-24 Marco Zamparo

Let $A$ be a transition probability kernel on a finite state space $\Delta^o =\{1, \ldots , d\}$ such that $A(x,y)>0$ for all $x,y \in \Delta^o$. Consider a reinforced chain given as a sequence $\{X_n, \; n \in \mathbb{N}_0\}$ of…

Probability · Mathematics 2022-05-20 Amarjit Budhiraja , Adam Waterbury

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

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

Mathematical Physics · Physics 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana

We study the greedy independent set algorithm on sparse Erd\H{o}s-R\'enyi random graphs ${\mathcal G}(n,c/n)$. This range of $p$ is of interest due to the threshold at $c=e$, beyond which it appears that greedy algorithms are affected by a…

Probability · Mathematics 2025-11-18 Brett Kolesnik

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

Probability · Mathematics 2016-08-03 Li-Xin Zhang

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

This paper focuses on a setting with observations having a cluster dependence structure and presents two main impossibility results. First, we show that when there is only one large cluster, i.e., the researcher does not have any knowledge…

Econometrics · Economics 2023-06-07 Denis Kojevnikov , Kyungchul Song

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

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Probability · Mathematics 2014-12-30 Nina Gantert , Kavita Ramanan , Franz Rembart

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

This paper is devoted to the study of large deviation behaviors in the setting of the estimation of the regression function on functional data. A large deviation principle is stated for a process Zn, defined below, allowing to derive a…

Statistics Theory · Mathematics 2016-11-25 Djamal Louani , Sidi Mohamed Ould Maouloud

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

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

The necessary conditions (NC) that reconcile canonical probability distributions obtained from the q-maximum entropy principle, subjected to both i) the additive duality of generalized statistics and ii) normal averages expectations with…

Statistical Mechanics · Physics 2013-03-21 R. C. Venkatesan , A. Plastino

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

In this article, we prove a joint large deviation principle in $n$ for the \emph{empirical pair measure} and \emph{ empirical offspring measure} of critical multitype Galton-Watson trees conditioned to have exactly $n$ vertices in the weak…

Probability · Mathematics 2017-08-15 Kwabena Doku-Amponsah

The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation…

Information Theory · Computer Science 2010-08-12 Manjesh Kumar Hanawal , Rajesh Sundaresan