相关论文: Moderate deviations for Poisson--Dirichlet distrib…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
In this article, three models are considered, they are the infinitely-many-neutral-alleles model \cite{MR615945}, infinite dimensional diffusion associated with two-parameter Poisson-Dirichlet distribution \cite{MR2596654} and the…
For $0<\alpha<1,$ and $\theta>-\alpha,$ let $(S^{-\alpha}_{\alpha,\theta+r})_{\{r\ge 0\}}$ denote an increasing(decreasing) sequence of variables forming a time inhomogeneous Markov chain whose marginal distributions are equivalent to…
Consider a Dirichlet process mixture model (DPM) with random precision parameter $\alpha$, inducing $K_n$ clusters over $n$ observations through its latent random partition. Our goal is to specify the prior distribution…
This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…
The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
In complex systems, responses to small perturbations are too diverse to predict how much they would be definitely, and then such diverse responses can be predicted in a probabilistic way. Here we study such a problem in scale-free networks,…
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…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
This note provides a large deviations principle for a class of biorthogonal ensembles. We extend the results of Eichelsbacher, Sommerauer and Stotlz to more general type of interactions. Our result covers the case of the singular values of…
We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…
Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We present a detailed analytical study of the $A+A\to\emptyset$ diffusion-annihilation process in complex networks. By means of microscopic arguments, we derive a set of rate equations for the density of $A$ particles in vertices of a given…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We consider the Voronoi tessellation based on a homogeneous Poisson point process in $\mathbf{R}^{d}$. For a geometric characteristic of the cells (e.g. the inradius, the circumradius, the volume), we investigate the point process of the…
We consider discrete $\beta$-ensembles, as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for the empirical…
We study large deviation properties of Telecom processes appearing as limits in a critical regime of infinite source Poisson models.
In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.