Related papers: Large Deviation Inequalities for Noncommutative Ma…
We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…
We define and study analogues of exponentials for functions on noncommutative two-tori that depend on a choice of a complex structure. The major difference with the commutative case is that our noncommutative exponentials can be defined…
We derive large deviations type (LDT) estimates for linear cocycles over an ergodic multifrequency torus translation. These models are called quasi-periodic cocycles. We make the following assumptions on the model: the translation vector…
The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…
We develop Cresson's nondifferentiable calculus of variations on the space of H\"{o}lder functions. Several quantum variational problems are considered: with and without constraints, with one and more than one independent variable, of first…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
An $L_{p}$-theory of divergence and non-divergence form elliptic and parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all functions independent of $x$.…
We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…
We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…
In this paper we establish a large deviations type estimate for strongly mixing Markov chains with respect to the Lp norm. As applications we derive such estimates for the iterates of a locally constant random cocycle with mixed rank, as…
We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…
We continue the investigation of noncommutative cumulants. In this paper various characterizations of noncommutative Gaussian random variables are proved.
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…
We present a new, elementary proof of Boyd's interpolation theorem. Our approach naturally yields a noncommutative version of this result and even allows for the interpolation of certain operators on l^1-valued noncommutative symmetric…
We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…
In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on…