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We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

复变函数 · 数学 2017-07-25 Tien-Cuong Dinh , Duc-Viet Vu

We prove Moderate Deviation estimates for nodal lengths of random spherical harmonics both on the whole sphere and on shrinking spherical domains. Central Limit Theorems for the latter were recently established in Marinucci, Rossi and…

概率论 · 数学 2020-10-30 Claudio Macci , Maurizia Rossi , Anna Paola Todino

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

概率论 · 数学 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

This note provides a tool to infer moderate deviations principles for specific random variables from deviations principles for their Hubbard-Stratonovich transforms.

概率论 · 数学 2012-10-03 Matthias Löwe , Raphael Meiners

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the…

概率论 · 数学 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic…

统计理论 · 数学 2007-06-13 Abdelkader Mokkadem , Mariane Pelletier , Baba Thiam

We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces\`aro…

概率论 · 数学 2020-10-16 Mingzhou Xu , Kun Cheng

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

概率论 · 数学 2009-01-21 Sophie Dede

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are…

概率论 · 数学 2021-12-22 Song-Hao Liu , Zhuo-Song Zhang

In this paper, we establish a moderate deviations principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.

概率论 · 数学 2018-02-05 Lingyan Cheng , Ruinan Li , Wei Liu

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

概率论 · 数学 2025-05-28 Daniel Barzilai , Ohad Shamir

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

概率论 · 数学 2023-12-05 Jeonghwa Lee , Claudio Macci

Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive…

概率论 · 数学 2014-01-29 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We derive a large deviation principle for the empirical measure of zeros of random polynomials with i.i.d. exponential coefficients.

概率论 · 数学 2015-05-26 Subhro Ghosh , Ofer Zeitouni

We establish an equidistribution theorem for the zeros of random holomorphic sections of high powers of a positive holomorphic line bundle. The equidistribution is associated with a family of singular moderate measures. We also give a…

复变函数 · 数学 2016-05-18 Guokuan Shao

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left…

概率论 · 数学 2023-01-10 Yuqiang Li , Qiang Yao

By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…

概率论 · 数学 2021-01-26 Panpan Ren , Shen Wang

A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…

统计理论 · 数学 2026-04-28 Mikhail Ermakov

In this paper we present a new approach to computing homology (with field coefficients) and persistent homology. We use concepts from discrete Morse theory, to provide an algorithm which can be expressed solely in terms of simple graph…

代数拓扑 · 数学 2012-10-26 Paweł Dłotko , Hubert Wagner

In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…

统计理论 · 数学 2013-05-10 Fuqing Gao