We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 34, No. 1 (Mar., 1972), pp. 9-16 (8 pages) An exponential bound is obtained for probabilities of large deviations in a strictly ...

The study of gradient flows and large deviations in stochastic processes forms a vital link between microscopic randomness and macroscopic determinism. By characterising how systems evolve in response ...

Statistical mechanics has long provided the theoretical bedrock for understanding phase transitions—sharp changes in the physical state of matter—and, more recently, the associated large deviations ...