相关论文: Moderate deviation principles and Mod-Gaussian con…

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

A crucial step in the history of General Relativity was Einstein's adoption of the principle of general covariance which demands a coordinate independent formulation for our spacetime theories. General covariance helps us to disentangle a…

We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the…

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…

Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

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…

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

We find large deviation principles for the degree distribution and the proportion of isolated vertices for the near intermediate random geometric graph models on n vertices placed uniformly in [0, 1]^d, for d in N. In the course of the…

Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables with $\mathbb{E}X^{2} < \infty$. Let $S_{n} = \sum_{i=1}^{n} X_{i}$, $n \geq 1$. Let $g(\cdot): ~[0, \infty) \rightarrow [0, \infty)$ be a…

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a…

A More Sums Than Differences (MSTD, or sum-dominant) set is a finite set $A\subset \mathbb{Z}$ such that $|A+A|<|A-A|$. Though it was believed that the percentage of subsets of $\{0,...,n\}$ that are sum-dominant tends to zero, in 2006…

We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…