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arxiv: 1012.5027 · v1 · pith:I53UHXFNnew · submitted 2010-12-22 · 🧮 math.PR

Moderate deviations via cumulants

classification 🧮 math.PR
keywords randommoderatenumberstatisticscertaincumulantsdeviationdeviations
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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 Erd\H{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.

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