相关论文: Moderate deviation probabilities for open convex s…

We construct a hermitian metric on the classifying spaces of graded-polarized mixed Hodge structures and prove analogs of the strong distance estimate between an admissible period map and the approximating nilpotent orbit. We also consider…

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

We study the asymptotic properties of geodesically convex $M$-estimation on non-linear spaces. Namely, we prove that under very minimal assumptions besides geodesic convexity of the cost function, one can obtain consistency and asymptotic…

The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…

We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…

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…

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

We provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling allows us to transfer these results into small-time, large-time and…

We present a necessary and sufficient condition for a finite dimensional density matrix to be an extreme point of the convex set of density matrices with positive partial transpose with respect to a subsystem. We also give an algorithm for…

We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…

We give new, explicit and asymptotically sharp, lower bounds for dimensions of irreducible modular representations of finite symmetric groups.

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for…

The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…

An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…

We study constrained selection sets of random closed sets defined on a non-atomic probability space. Given a random interval $Y=[y_L,y_U]$ and scalar constraints on the expectation or the median of admissible selections, we characterize the…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

We analyze the dynamics of moderate fluctuations for macroscopic observables of the random field Curie Weiss model (i.e., standard Curie-Weiss model embedded in a site dependent, i.i.d. random environment). We obtain path space large…