Related papers: Large Deviation Inequalities for Noncommutative Ma…
We present order of magnitude estimates for the quantiles of non-negative linear combinations of non-negative random variables, as well as deviation inequalities for general linear combinations of independent random variables, under the…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
We find all homogeneous quadratic systems of ODEs with two dependent variables that have polynomial first integrals and satisfy the Kowalevski-Lyapunov test. Such systems have infinitely many polynomial infinitesimal symmetries. We describe…
In this paper we establish uniform large deviations estimates of exponential type and H\"older continuity of the Lyapunov exponents for random non-invertible cocycles with constant rank.
The aim of this paper is to show that the Lagrange-d'Alembert and its equivalent the Gauss and Appel principle are not the only way to deduce the equations of motion of the nonholonomic systems. Instead of them, here we consider the…
Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…
We prove weak type inequalities for a large class of noncommutative square functions. In conjunction with BMO type estimates, interpolation and duality, we will obtain the corresponding equivalences in the whole Lp scale. The main novelty…
We present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces, by extending the result in Chatterjee and Dembo [6]. Previous research on nonlinear…
For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…
We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.
A direct reformulation of the Hamiltonian formalism in terms of the intrinsic geometry of infinitely prolonged differential equations is obtained. Concepts of spatial equation and spatial-gauge symmetry of a Lagrangian system of equations…
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined…