Related papers: Large Deviations for Random Power Moment Problem

The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…

The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a…

We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Let $\Delta^o$ be a finite set and, for each probability measure $m$ on $\Delta^o$, let $G(m)$ be a transition probability kernel on $\Delta^o$. Fix $x_0 \in \Delta^o$ and consider the chain $\{X_n, \; n \in \mathbb{N}_0\}$ of…

The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this…

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all…

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data…

This paper investigates the soft covering lemma under both the relative entropy and the total variation distance as the measures of deviation. The exact order of the expected deviation of the random i.i.d. code for the soft covering problem…

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…

In this paper, we determine the sixth moment of the determinant of an asymmetric $n \times n$ random matrix where the entries are drawn independently from an arbitrary distribution $\Omega$ with mean $0$. Furthermore, we derive the…

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

In this work we show that the prime distribution is deterministic. Indeed the set of prime numbers P can be expressed in terms of two subsets of N using three specific selection rules, acting on two sets of prime candidates. The prime…