Results 11 to 20 of about 1,765 (47)

Upper tails for triangles [PDF]

open access: yes, 2010
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
core   +1 more source

Large Deviation Principle for Enhanced Gaussian Processes [PDF]

open access: yes, 2006
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
core   +3 more sources

Slowdown estimates for one-dimensional random walks in random environment with holding times [PDF]

open access: yes, 2018
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
core   +2 more sources

Large deviations for the rightmost position in a branching Brownian motion

open access: yes, 2017
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
core   +1 more source

Local Large deviation: A McMillian Theorem for Coloured Random Graph Processes

open access: yes, 2017
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
core   +1 more source

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

open access: yes, 2013
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.
core   +1 more source

On the Bahadur slope of the Lilliefors and the Cram\'{e}r--von Mises tests of normality

open access: yes, 2006
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.
core   +2 more sources

Freedman’s Inequality for Matrix Martingales [PDF]

open access: yes, 2011
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.
core   +1 more source

Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests

open access: yes, 2012
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
core   +1 more source

Large deviations for a damped telegraph process

open access: yes, 2013
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
core   +1 more source

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