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Large deviation principles are established for the two-parameter Poisson-Dirichlet distribu- tion and two-parameter Dirichlet process when parameter θ approaches infinity. The
Compared with standard applications of the second moment method in related problems, the analysis here requires the control of second order terms in the large deviation
L´evy V´ehel, Large deviation spectrum of a class of additive processes with correlated non-stationary increments.. L´evy V´ehel, Multifractality of
Liptser, Asymptotic stability of the Wonham filter: ergodic and nonergodic signals, SIAM J.. Blackwell, The entropy of functions of finite-state Markov chains, in Transactions of
First result is the concentration property of Bernoulli processes (cf.. Suppose that vectors t1,. Consider vectors t1,.. By condition ii) the functions f k,l are a.e... 5
sums; Faure (2002) for self-normalized large deviation for Markov chains; Jing, Shao and Zhou (2004) for self-normalized saddlepoint approximation; Jing, Shao and Wang (2003)
The main result of this paper is the following local limit theorem for the joint distribution of the vector ( |C1| ,. , |C k | ) in the Erd˝ os-Rényi random graph:.. Theorem 1.1
A functional large deviations principle for quadratic forms of Gaussian stationary processes. Large deviations for Poisson random measures and processes with
