Results 11 to 20 of about 1,784 (73)
, 2019 In this paper, we study the random field \begin{equation*} X(h) \circeq \sum_{p \leq T} \frac{\text{Re}(U_p \, p^{-i h})}{p^{1/2}}, \quad h\in [0,1], \end{equation*} where $(U_p, \, p ~\text{primes})$ is an i.i.d.
Arguin, Louis-Pierre, Ouimet, Frédéric
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Large Deviation Principle for Enhanced Gaussian Processes [PDF]
, 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
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Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives [PDF]
, 2006 2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives.
Baba, Thiam +2 more
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Large deviations principle for Curie-Weiss models with random fields
, 2012 In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system.
den Hollander F +5 more
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Freedman’s Inequality for Matrix Martingales [PDF]
, 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.
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Asymptotic results for empirical measures of weighted sums of independent random variables
, 2006 We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums ...
Bercu, Bernard, Bryc, Wlodzimierz
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From non-symmetric particle systems to non-linear PDEs on fractals
, 2017 We present new results and challenges in obtaining hydrodynamic limits for non-symmetric (weakly asymmetric) particle systems (exclusion processes on pre-fractal graphs) converging to a non-linear heat equation.
A Telcs +43 more
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Limit laws for sums of independent random products: the lattice case
, 2010 Let $\{V_{i,j}; (i,j)\in\N^2\}$ be a two-dimensional array of i.i.d.\ random variables. The limit laws of the sum of independent random products $$ Z_n=\sum_{i=1}^{N_n} \prod_{j=1}^{n} e^{V_{i,j}} $$ as $n,N_n\to\infty$ have been investigated by a number
Kabluchko, Zakhar
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On the Bahadur slope of the Lilliefors and the Cram\'{e}r--von Mises tests of normality
, 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.
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Randomly stopped maximum and maximum of sums with consistently varying distributions
, 2017 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider conditions for
Andrulytė, Ieva Marija +2 more
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