Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.

Maida, Mylène

Displaying similar documents to “Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.”

Maxima of the cells of an equiprobable multinomial.

Bose, Arup, Dasgupta, Amites, Maulik, Krishanu (2007)

Electronic Communications in Probability [electronic only]

Similarity:

Eigenvalue curves of asymmetric tridiagonal random matrices.

Goldsheid, Ilya Ya., Khoruzhenko, Boris A. (2000)

Electronic Journal of Probability [electronic only]

Similarity:

Moderate deviations for I.I.D. random variables

Peter Eichelsbacher, Matthias Löwe (2003)

ESAIM: Probability and Statistics

Similarity:

We derive necessary and sufficient conditions for a sum of i.i.d. random variables $\sum_{i = 1}^{n} X_{i} / b_{n}$ – where $\frac{b_{n}}{n} ↓ 0$ , but $\frac{b_{n}}{\sqrt{n}} ↑ \infty$ – to satisfy a moderate deviations principle. Moreover we show that this equivalence is a typical moderate deviations phenomenon. It is not true in a large deviations regime.

On the Chung-Diaconis-Graham random process.

Hildebrand, Martin V. (2006)

Electronic Communications in Probability [electronic only]

Similarity:

Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries

Ludovic Menneteau (2008)

ESAIM: Probability and Statistics

Similarity:

In this paper, we give sufficient conditions to establish central limit theorems and moderate deviation principle for a class of support estimates of empirical and Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing permits to obtain Gaussian asymptotic limits and therefore pointwise confidence intervals. Some unidimensional and multidimensional examples are provided. ...