Behavior of the empirical Wasserstein distance in R^d under moment conditions
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
Dedecker, Jérôme, Merlevède, Florence
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Random walks on hyperbolic spaces: Concentration inequalities and probabilistic Tits alternative. [PDF]
Aoun R, Sert C.
europepmc +1 more source
Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations. [PDF]
Mansour T, Rastegar R, Roitershtein A.
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In this note, we give an estimate for the difference between the rate function for empirical measures of a stationary-dependent random sequence in [tau]-topology and the relative entropy.60F10 Large deviations Empirical measures Stationary sequence ...
Hu, Yijun
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On The Interplay Of Magnetic And Molecular Forces In Curie-Weiss Ferrofluid Models
We consider a mean-field continuum model of classical particles in R d with Ising or Heisenberg spins. The interaction has two ingredients, a ferromagnetic spin-coupling and a spinindependent molecular force.
V. A. Zagrebnov, H.-O. Georgii
core
On the maximum entropy principle for a class of stochastic processes
This paper extends results of Bolthausen and Schmock on the asymptotical behaviour of certain Laplace-type transformations of Markov chains in two aspects: First we consider transformations of a more general class of processes which satisfy an Orey-type ...
Horsthemke, Benedikt +1 more
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Multiplicative Ergodicity for an Irreducible Markov Chain
The paper examines multiplicative ergodic theorems and the related multiplicative Poisson equation for an irreducible Markov chain on a countable state space. The partial products are considered for a positivevalued function on the state space.
S.P. Meyn, S. Balaji
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Precise large deviations for widely orthant dependent random variables with different distributions. [PDF]
Gao M, Wang K, Chen L.
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Rate of Convergence of the Fluid Approximation for Generalized Jackson Networks
It is known that a generalized open Jackson queueing network after appropriate scaling (in both time and space) converges almost surely to a fluid network under the uniform topology.
Hong Chen
core
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. [PDF]
Zhang S, Wang D, Yu S.
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