Nonlinear large deviations: Beyond the hypercube

Authors
Citation
Yan Jun, Nonlinear large deviations: Beyond the hypercube, Annals of applied probability , 30(2), 2020, pp. 812-846
ISSN journal
10505164
Volume
30
Issue
2
Year of publication
2020
Pages
812 - 846
Database
ACNP
SICI code
Abstract
By extending (Adv. Math. 299 (2016) 396.450), we present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces. Previous research on nonlinear large deviations has only focused on random variables supported on {.1,+1}n, and accordingly we build theory for random variables with general distributions, increasing flexibility in the applications. As examples, we compute the large deviation rate functions for monochromatic subgraph counts in edge-colored complete graphs, and for triangle counts in dense random graphs with continuous edge weights. Moreover, we verify the mean field approximation for a class of vector spin models.