惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

GbyAI
GbyAI
The GitHub Blog
The GitHub Blog
小众软件
小众软件
美团技术团队
博客园 - 司徒正美
G
Google Developers Blog
Blog — PlanetScale
Blog — PlanetScale
Hugging Face - Blog
Hugging Face - Blog
博客园_首页
大猫的无限游戏
大猫的无限游戏
罗磊的独立博客
Recent Announcements
Recent Announcements
酷 壳 – CoolShell
酷 壳 – CoolShell
D
Docker
J
Java Code Geeks
Last Week in AI
Last Week in AI
V
Visual Studio Blog
Microsoft Azure Blog
Microsoft Azure Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
P
Proofpoint News Feed
V
V2EX
C
Check Point Blog
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
MyScale Blog
MyScale Blog

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Cramér's theorem is atypical
Nina Gantert, Steven Soojin Kim, Kavita Ramanan · 2015-08-19 · via math.PR updates on arXiv.org

The empirical mean of $n$ independent and identically distributed (i.i.d.) random variables $(X_1,\dots,X_n)$ can be viewed as a suitably normalized scalar projection of the $n$-dimensional random vector $X^{(n)}\doteq(X_1,\dots,X_n)$ in the direction of the unit vector $n^{-1/2}(1,1,\dots,1) \in \mathbb{S}^{n-1}$. The large deviation principle (LDP) for such projections as $n\rightarrow\infty$ is given by the classical Cramér's theorem. We prove an LDP for the sequence of normalized scalar projections of $X^{(n)}$ in the direction of a generic unit vector $θ^{(n)} \in \mathbb{S}^{n-1}$, as $n\rightarrow\infty$. This LDP holds under fairly general conditions on the distribution of $X_1$, and for "almost every" sequence of directions $(θ^{(n)})_{n\in\mathbb{N}}$. The associated rate function is "universal" in the sense that it does not depend on the particular sequence of directions. Moreover, under mild additional conditions on the law of $X_1$, we show that the universal rate function differs from the Cramér rate function, thus showing that the sequence of directions $n^{-1/2}(1,1,\dots,1) \in \mathbb{S}^{n-1},$ $n \in \mathbb{N}$, corresponding to Cramér's theorem is atypical.