Related papers: Large deviations for Generalized Polya Urns with n…
We consider a generalized two-color Polya urn (black and withe balls) first introduced by Hill, Lane, Sudderth where the urn composition evolves as follows: let $\pi:\left[0,1\right]\rightarrow\left[0,1\right]$, and denote by $x_{n}$ the…
We review some facts, properties and applications of the urn of Hill, Lane and Sudderth, a paradigmatic model of stochastic process with memory where the urn evolution is as follows: consider an urn of given capacity, at each step a new…
In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the…
We study an urn process with two urns, initialized with a ball each. Balls are added sequentially, the urn being chosen independently with probability proportional to the $\alpha^{th}$ power $(\alpha >1)$ of the existing number of balls. We…
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…
In this article we prove large deviations principles for high minima of Gaussian processes with nonnegatively correlated increments on arbitrary intervals. Furthermore, we prove large deviations principles for the increments of such…
Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…
The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…
Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…
We describe a microcanonical approach for polymer models that combines atmospheric methods with urn theory. We show that Large Deviation Properties of urn models can provide quite deep mathematical insight by analyzing the Random Walk Range…
We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…
The large deviations theory for heavy-tailed processes has seen significant advances in the recent past. In particular, Rhee et al. (2019) and Bazhba et al. (2020) established large deviation asymptotics at the sample-path level for L\'evy…
We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting…
We formulate two types of extension of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other can be regarded as the limit of a bound of the interval…
Generalized Polya urn models can describe the dynamics of finite populations of interacting genotypes. Three basic questions these models can address are: Under what conditions does a population exhibit growth? On the event of growth, at…
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…
The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such…
We formulate two types of extensions of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other can be regarded as the limit of a bound of the interval…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…