Related papers: Two non-regular extensions of the large deviation …
We calculate explicit estimates for the dimension of trajectories satisfying a certain growth bound. We generalize the classic results of Kurzweil by considering nonlinear nonautonomous and uniformly compact dynamical systems on normed…
Several years ago it was found that perturbation theory for two-dimensional O(N) models depends on boundary conditions even after the infinite volume limit has been taken termwise, provided $N>2$. There ensued a discussion whether the…
Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…
We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds…
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…
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…
This article gives an overview of the emerging literature on large deviations for random graphs. Written for the general mathematical audience, the article begins with a short introduction to the theory of large deviations. This is followed…
New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…
In this short note, we use Rudnev's point-plane incidence bound to improve some results on conditional expanding bounds for two-variable functions over arbitrary fields due to Hegyv\'ari and Hennecart.
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…
Uncertainty relations for a pair of arbitrary measurements and for a single measurement are posed in the form of inequalities using the Renyi entropies. The formulation deals with discrete observables. Both the relations with…
We calculate the large deviations for the length of the longest alternating subsequence and for the length of the longest increasing subsequence in a uniformly random permutation that avoids a pattern of length three. We treat all six…
By extending the methods in Peligrad et al. (2014a, b), we establish exact moderate and large deviation asymptotics for linear random fields with independent innovations. These results are useful for studying nonparametric regression with…
A local expansion is proposed for two-point distributions involving an ultraviolet regularization in a four-dimensional globally hyperbolic space-time. The regularization is described by an infinite number of functions which can be computed…
This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…
Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…
We refine the conditions for the lower bound in an abstract large deviation result with nonconvex rate function we had previously introduced. We apply the results to certain stochastic recursive schemes.