Related papers: Large deviation asymptotics for continued fraction…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
Let $X_k$ denote the number of $k$-term arithmetic progressions in a random subset of $\mathbb{Z}/N\mathbb{Z}$ or $\{1, \dots, N\}$ where every element is included independently with probability $p$. We determine the asymptotics of $\log…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
We study the asymptotics of the moments of arithmetic functions that have a limit distribution, not necessarily normal, defined on a subset of the natural series that satisfies certain requirements. Several assertions are proved on…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
Let $d$ be any positive and non square integer. We prove an upper bound for the first two moments of the length $T(d)$ of the period of the continued fraction expansion for $\sqrt{d}$. This allows to improve the existing results for the…
We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…
The algebraic properties of formal power series, whose coefficients show factorial growth and admit a certain well-behaved asymptotic expansion, are discussed. It is shown that these series form a subring of $\mathbb{R}[[x]]$. This subring…
Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…
We describe various properties of continued fraction expansions of complex numbers in terms of Gaussian integers. Numerous distinct such expansions are possible for a complex number. They can be arrived at through various algorithms, as…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
We present a technique for approximating generic normalization constants subject to constraints. The method is then applied to derive the exact asymptotics for the conditional normalization constant of constrained exponential random graphs.
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…