Moderate deviations via cumulants

DOI10.1007/S10959-012-0437-0zbMATH Open1286.60032arXiv1012.5027OpenAlexW3101668086MaRDI QIDQ354766FDOQ354766

Authors: Hanna Döring, Peter Eichelsbacher 

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations probabilities due to Rudzkis, Saulis and Statulevicius. The examples of random objects we treat include dependency graphs, subgraph-counting statistics in ErdH{o}s-R'enyi random graphs and $U$-statistics. Moreover, we prove moderate deviation principles for certain statistics appearing in random matrix theory, namely characteristic polynomials of random unitary matrices as well as the number of particles in a growing box of random determinantal point processes like the number of eigenvalues in the GUE or the number of points in Airy, Bessel, and $sin$ random point fields.

Full work available at URL: https://arxiv.org/abs/1012.5027

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zbMATH Keywords

\(U\)-statisticsmoderate deviationsrandom graphsdeterminantal point processescharacteristic polynomialscumulantsdependency graphslarge deviation probabilitiesrandom matrix ensembles

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Random graphs (graph-theoretic aspects) (05C80) Random matrices (probabilistic aspects) (60B20)

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Cited In (42)

• Tridiagonal random matrix: Gaussian fluctuations and deviations
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• Lower tail of the KPZ equation
• Weighted dependency graphs
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• Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
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• A moderate deviation for associated random variables
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