相关论文: Moderate deviations for random fields and random c…

New splitting theorems in a semi-Riemannian manifold which admits an irrotational vector field (not necessarily a gradient) with some suitable properties are obtained. According to the extras hypothesis assumed on the vector field, we can…

We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and…

Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…

We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

A simple theory of the covariant derivatives, deformed derivatives and relative covariant derivatives of multivector and multiform fields is presented using algebraic and analytical tools developed in previous papers.

Semistable reduction theorem for projective morphisms in the category of complex analytic spaces is established.

In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-$\phi$ convergence theory.

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…

Some new Frobenius norm bounds of the unique solution to certain structured Sylvester equation are derived. Based on the derived norm upper bounds, new multiplicative perturbation bounds are provided both for subunitary polar factors and…

We establish a discrepancy theorem for signed measures, with a given positive part, which are supported on an arbitrary convex curve. As a main application, we obtain a result concerning the distribution of zeros of polynomials orthogonal…

We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

We extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the G\"artner-Ellis theorem and sharp large deviations tools.

We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of…

The primes or prime polynomials (over finite fields) are supposed to be distributed `irregularly' , despite nice asymptotic or average behavior. We provide some conjectures/guesses/hypotheses with `evidence' of surprising symmetries in…

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions…

We study completeness in partial differential varieties. We generalize many results from ordinary differential fields to the partial differential setting. In particular, we establish a valuative criterion for differential completeness and…