相关论文: Quenched large deviation principle for words in a …

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

We consider models of directed polymers interacting with a one-dimensional defect line on which random charges are placed. More abstractly, one starts from renewal sequence on $\Z$ and gives a random (site-dependent) reward or penalty to…

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

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 study the upper tail behaviors of the local times of the additive stable processes. Let $X_1(t),...,X_p(t)$ be independent, d-dimensional symmetric stable processes with stable index $0<\alpha\le 2$ and consider the additive stable…

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

We consider a remote source coding problem subject to a {distortion function}. Contrary to the use of the classical separable distortion criterion, herein we consider the more general, $f$-separable distortion measure and study its…

Long chain-of-thought (CoT) significantly enhances the reasoning capabilities of large language models (LLMs). However, extensive reasoning traces lead to inefficiencies and increased time-to-first-token (TTFT). We propose a training…

Consider the set of finite words on a totally ordered alphabet with $q$ letters. We prove that the distribution of the length of the standard right factor of a random Lyndon word with length $n$, divided by $n$, converges to:…

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…

Probability estimation is an elementary building block of every statistical data compression algorithm. In practice probability estimation is often based on relative letter frequencies which get scaled down, when their sum is too large.…

Relative entropy is the standard measure of distinguishability in classical and quantum information theory. In the classical case, its loss under channels admits an exact chain rule, while in the quantum case only asymptotic, regularized…

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

The binary many-step Markov chain with the step-like memory function is considered as a model for the analysis of rank distributions of words in stochastic symbolic dynamical systems. We prove that the envelope curve for this distribution…

How hard is it guess a password? Massey showed that that the Shannon entropy of the distribution from which the password is selected is a lower bound on the expected number of guesses, but one which is not tight in general. In a series of…

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…

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…