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相关论文: Quenched large deviation principles for random pro…

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Let $p\in[1,\infty]$. Consider the projection of a uniform random vector from a suitably normalized $\ell^p$ ball in $\mathbb{R}^n$ onto an independent random vector from the unit sphere. We show that sequences of such random projections,…

概率论 · 数学 2015-12-17 Nina Gantert , Steven Soojin Kim , Kavita Ramanan

The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…

概率论 · 数学 2017-06-20 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

Consider the projection of an $n$-dimensional random vector onto a random $k_n$-dimensional basis, $k_n \leq n$, drawn uniformly from the Haar measure on the Stiefel manifold of orthonormal $k_n$-frames in $\mathbb{R}^n$, in three different…

概率论 · 数学 2021-10-28 Steven Soojin Kim , Yin-Ting Liao , Kavita Ramanan

Given an $n$-dimensional random vector $X^{(n)}$ , for $k < n$, consider its $k$-dimensional projection $\mathbf{a}_{n,k}X^{(n)}$, where $\mathbf{a}_{n,k}$ is an $n \times k$-dimensional matrix belonging to the Stiefel manifold…

概率论 · 数学 2021-05-12 Steven Soojin Kim , Kavita Ramanan

We consider products of uniform random variables from the Stiefel manifold of orthonormal $k$-frames in $\mathbb{R}^n$, $k \le n$, and random vectors from the $n$-dimensional $\ell_p^n$-ball $\mathbb{B}_p^n$ with certain $p$-radial…

概率论 · 数学 2022-03-02 Tom Kaufmann , Holger Sambale , Christoph Thäle

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on $\mathbb Z^d$ ($d\geq 2$). The models under interest include classical Bernoulli bond and site percolation…

概率论 · 数学 2022-10-19 Noam Berger , Chiranjib Mukherjee , Kazuki Okamura

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

概率论 · 数学 2022-11-04 Zakhar Kabluchko , Joscha Prochno

Accurate estimation of tail probabilities of projections of high-dimensional probability measures is of relevance in high-dimensional statistics and asymptotic geometric analysis. Whereas large deviation principles identify the asymptotic…

概率论 · 数学 2023-04-25 Yin-Ting Liao , Kavita Ramanan

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

概率论 · 数学 2015-04-02 Noam Berger , Chiranjib Mukherjee

We prove a large deviations principle for orthogonal projections of the unit ball $\mathbb{B}_p^n$ of $\ell_p^n$ onto a random $k$-dimensional linear subspace of $\mathbb{R}^n$ as $n\to\infty$ in the case $2<p\le \infty$ and for the…

概率论 · 数学 2024-12-24 Zakhar Kabluchko , Mathias Sonnleitner

Let $A_N$ be distributed according to the Haar probability measure on the orthogonal group $\mathscr{O}(N)$ for each $N\in\mathbb{N}$. It is well-known that the upper left $m_N\times k_N$ block of $\sqrt{N}A_N$ with $m_Nk_N = o(N)$…

概率论 · 数学 2025-09-30 Philipp Tuchel

The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…

概率论 · 数学 2017-03-08 Eric Luçon

In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…

概率论 · 数学 2018-08-29 David Alonso-Gutierrez , Joscha Prochno , Christoph Thaele

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

概率论 · 数学 2008-12-17 Atilla Yilmaz

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

概率论 · 数学 2013-08-22 Wolfgang König , Tilman Wolff

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

概率论 · 数学 2015-09-11 Richard S. Ellis , Shlomo Ta'asan

A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1]^n$ onto $\mathbb{R}^d$…

概率论 · 数学 2019-10-08 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

概率论 · 数学 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

概率论 · 数学 2019-06-11 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

概率论 · 数学 2014-12-30 Ryoki Fukushima , Naoki Kubota
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