Results 11 to 20 of about 1,765 (47)
Upper tails for triangles [PDF]
With $\xi$ the number of triangles in the usual (Erd\H{o}s-R\'enyi) random graph $G(m,p)$, $p>1/m$ and $\eta>0$, we show (for some $C_{\eta}>0$) $$\Pr(\xi> (1+\eta)\E \xi) < \exp[-C_{\eta}\min{m^2p^2\log(1/p),m^3p^3}].$$ This is tight up to the value of $
Alon +10 more
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Large Deviation Principle for Enhanced Gaussian Processes [PDF]
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths.
Friz, Peter, Victoir, Nicolas
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Slowdown estimates for one-dimensional random walks in random environment with holding times [PDF]
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random.
Dembo, Amir +2 more
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Large deviations for the rightmost position in a branching Brownian motion
We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation ...
Derrida, Bernard, Shi, Zhan
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Local Large deviation: A McMillian Theorem for Coloured Random Graph Processes
For a finite typed graph on $n$ nodes and with type law $\mu,$ we define the so-called spectral potential $\rho_{\lambda}(\,\cdot,\,\mu),$ of the graph.From the $\rho_{\lambda}(\,\cdot,\,\mu)$ we obtain Kullback action or the deviation function ...
Doku-Amponsah, Kwabena
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On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables
Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$.
Pruss, Alexander R.
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On the Bahadur slope of the Lilliefors and the Cram\'{e}r--von Mises tests of normality
We find the Bahadur slope of the Lilliefors and Cram\'{e}r--von Mises tests of normality.Comment: Published at http://dx.doi.org/10.1214/074921706000000851 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by
Arcones, Miguel A.
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Freedman’s Inequality for Matrix Martingales [PDF]
Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the martingale difference ...
Tropp, Joel A.
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We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be used in bootstrap approximations.
Kolassa, John, Robinson, John
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Large deviations for a damped telegraph process
In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level ...
A Crescenzo Di +20 more
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