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Record W3033173638 · doi:10.1002/cpa.21918

On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems

2020· article· en· W3033173638 on OpenAlexaff
Fanny Augeri

Bibliographic record

VenueCommunications on Pure and Applied Mathematics · 2020
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsLarge deviations theoryMathematicsMeasure (data warehouse)Eigenvalues and eigenvectorsRate functionSpace (punctuation)GaussianProbability measureMetric (unit)Statistical physicsPure mathematicsMathematical analysisPhysicsQuantum mechanicsStatisticsComputer science

Abstract

fetched live from OpenAlex

Abstract We revisit the proof of the large‐deviations principle of Wiener chaoses partially given by Borell and then by Ledoux in its full form. We show that some heavy‐tail phenomena observed in large deviations can be explained by the same mechanism as for the Wiener chaoses, meaning that the deviations are created, in a sense, by translations. More precisely, we prove a general large‐deviations principle for a certain class of functionals , where is some metric space, under the n‐fold probability measure , where α ∈ (0, 2], for which the large deviations are due to translations. We retrieve, as an application, the large‐deviations principles known for the Wigner matrices without Gaussian tails, in works by Bordenave and Caputo on one hand, and the author on the other hand, of the empirical spectral measure, the largest eigenvalue, and traces of polynomials. We also apply our large‐deviations result to the last‐passage time, which yields a large‐deviations principle when the weights follow the law , with α ∈ (0, 1). © 2020 Wiley Periodicals LLC

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.004
Threshold uncertainty score0.022

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.019
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0020.005
Scholarly communication0.0020.004
Open science0.0010.003
Research integrity0.0020.005
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.052
GPT teacher head0.288
Teacher spread0.237 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2020
Admission routes1
Has abstractyes

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