Related papers: Two non-regular extensions of the large deviation …
We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We show, by explicit computation, that bare lattice perturbation theory in the two-dimensional O(n) nonlinear $\sigma$ models with superinstanton boundary conditions is divergent in the limit of an infinite number of points $|\Lambda|$.…
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…
A recent anomaly computation of Horava and Witten is proved and generalized in the form of two index theorems in odd dimensions. Theorem A is a fixed point formula for orientation-reversing involutions. Theorem B is an index theorem for…
We present a general blow-up technique to obtain local regularity estimates for solutions, and their derivatives, of second order elliptic equations in divergence form in H\"older spaces with variable exponent. The procedure allows to…
We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773-785], our results resolve a well-known identification…
Stability and boundedness analysis for vector nonlinear systems with variable delays and coefficients remains challenging due to the conservatism of existing methods. Moreover, estimates of the transient behavior of solution norms remain…
Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…
The authors transpose a discrete notion of indetermination coupling in the case of continuous probabilities. They show that this coupling, expressed on densities, cannot be captured by a specific copula which acts on cumulative distribution…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…
For any dynamical system, we show that higher variation-norms for the sequence of ergodic bilinear averages of two functions satisfy a large range of bilinear Lp estimates. It follows that, with probability one, the number of fluctuations…
Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…
We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…
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…
An underlying fundamental assumption in relativistic perturbation theory is the existence of a parametric family of spacetimes that can be Taylor expanded around a background. Since the choice of the latter is crucial, sometimes it is…
Several new estimation methods have been recently proposed for the linear regression model with observation error in the design. Different assumptions on the data generating process have motivated different estimators and analysis. In…