Related papers: The Mather measure and a Large Deviation Principle…

In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $\epsilon\to 0$ and the dissipation intensity $\nu\to\infty$…

In this paper we discuss the Mather problem for stationary Lagrangians, that is Lagrangians $L:\Rr^n\times \Rr^n\times \Omega\to \Rr$, where $\Omega$ is a compact metric space on which $\Rr^n$ acts through an action which leaves $L$…

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable monetary risk measure fulfills a lattice homomorphism…

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

We consider the dynamical system given by a diagonalizable element $a$ of a closed linear unimodular algebraic subgroup $G$ of the special linear group over the $p$-adic numbers acting by translation on a finite volume quotient $X$.…

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP…

We consider approximating a measure by a parameterized curve subject to length penalization. That is for a given finite positive compactly supported measure $\mu$, for $p \geq 1$ and $\lambda>0$ we consider the functional \[ E(\gamma) =…

We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…

For $0\le \alpha <1$ and $\beta>2$, we consider a linear mod 1 transformation on a unit interval; $x\mapsto\beta x+\alpha$ (${\rm mod}\ 1$), and prove that it satisfies the level-2 large deviation principle with the unique measure of…

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

We prove a large deviation principle (LDP) and a fluctuation theorem (FT) for the entropy production rate (EPR) of the following $d$ dimensional stochastic differential equation \begin{equation*} d X_{t}=AX_{t} d t+\sqrt{Q} d B_{t}…

We obtain a large deviation function for the stationary measures of twisted Brownian motions associated to the Lagrangians $L_{\lambda}(p,v)=\frac{1}{2}g_{p}(v,v)- \lambda\omega_{p}(v)$, where $g$ is a $C^{\infty}$ Riemannian metric in a…

We study the motion of a particle in a random time-dependent vector field defined by the 2D Navier-Stokes system with a noise. Under suitable non-degeneracy hypotheses we prove that the empirical measures of the trajectories of the pair…

We study the underdamped Langevin dynamics with invariant measure $\mu(\,\mathrm{d}x\,\mathrm{d}v)\propto \mathrm{e}^{-U(x)-\lvert v\rvert^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\,\mathrm{d}x)\propto…