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A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions…

Probability · Mathematics 2012-07-06 Boris Tsirelson

We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…

Probability · Mathematics 2015-11-30 F. C. Klebaner , A. V. Logachov , A. A. Mogulski

We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…

Mathematical Physics · Physics 2019-04-11 Marco Zamparo

While suitably scaled CNNs with Gaussian initialization are known to converge to Gaussian processes as the number of channels diverges, little is known beyond this Gaussian limit. We establish a large deviation principle (LDP) for…

Probability · Mathematics 2026-03-09 Federico Bassetti , Vassili De Palma , Lucia Ladelli

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Probability · Mathematics 2023-04-24 Marco Zamparo

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

Probability · Mathematics 2020-11-25 Souvik Dhara , Subhabrata Sen

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

In this paper, we provide a criterion on uniform large deviation principles (ULDP) for stochastic differential equations under locally weak monotone conditions and Lyapunov conditions, which can be applied to stochastic systems with…

Probability · Mathematics 2024-09-05 Jian Wang , Hao Yang

We consider preferential attachment random graphs which may be obtained as follows: It starts with a single node. If a new node appears, it is linked by an edge to one or more existing node(s) with a probability proportional to function of…

Probability · Mathematics 2015-01-29 K. Doku-Amponsah , F. O. Mettle , E. N. N. Nortey

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

Complex Variables · Mathematics 2016-03-14 Tien-Cuong Dinh , Viet-Anh Nguyen

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

Probability · Mathematics 2016-07-05 Qiuying Zhang , Fengyang Cheng

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…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…

Probability · Mathematics 2024-05-28 Sabine Jansen

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

Probability · Mathematics 2023-06-21 Patrick Cattiaux , Laetitia Colombani , Manon Costa

We establish sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The framework we…

Probability · Mathematics 2023-04-24 Marco Zamparo

Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…

Probability · Mathematics 2021-12-20 A. Logachov , A. Mogulskii , E. Prokopenko

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

Probability · Mathematics 2026-05-01 A. A. Borovkov , K. A. Borovkov
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