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This announcement considers the following problem. We produce a bounded mean oscillation theorem for small distorted diffeomorphisms from $\mathbb R^D$ to $\mathbb R^D$. A revision of this announcement is in the memoir preprint:…

Complex Variables · Mathematics 2023-02-15 C. Fefferman , S. B. Damelin

We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…

Probability · Mathematics 2011-07-04 Janosch Ortmann

We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…

Probability · Mathematics 2013-02-27 Ana Bela Cruzeiro , André de Oliveira Gomes

We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small…

Probability · Mathematics 2017-06-02 Nishanth Lingala

We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…

Statistical Mechanics · Physics 2017-02-01 Marcel Kahlen , Andreas Engel , Christian Van den Broeck

The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the…

Probability · Mathematics 2022-02-01 Vahagn Nersesyan , Xuhui Peng , Lihu Xu

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

Probability · Mathematics 2023-04-03 Liu Xiangdong , Hong Shaopeng

We extend to the critical (intermediate) regularity several results concerning rigidity for centralizers and group actions on the interval.

Dynamical Systems · Mathematics 2013-09-06 Andrés Navas

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We prove that any perturbation of the symplectic part of the derivative of a Poisson diffeomorphism can be realized as the derivative of a $C^1$-close Poisson diffeomorphism. We also show that a similar property holds for the Poincar\'e map…

Dynamical Systems · Mathematics 2014-07-09 Hassan Najafi Alishah , João Lopes Dias

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…

Probability · Mathematics 2017-09-05 Andrii Ilienko , Ilya Molchanov

The paper is devoted to studying the asymptotics of the family $(\mu^\varepsilon)$ of stationary measures of the Markov process generated by the flow of stochastic 2D Navier-Stokes equation with smooth white noise. By using the large…

Analysis of PDEs · Mathematics 2016-02-23 Davit Martirosyan

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Functional Analysis · Mathematics 2018-03-13 Richard C. Kraaij

In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…

Probability · Mathematics 2021-06-15 Alice Guionnet , Jiaoyang Huang

Since the pioneering works of Jakobson and Benedicks & Carleson and others, it has been known that a positive measure set of quadratic maps admit invariant probability measures absolutely continuous with respect to Lebesgue. These measures…

Dynamical Systems · Mathematics 2015-05-28 Yong Moo Chung , Hiroki Takahasi

We use the large deviation approach to sum rules pioneered by Gamboa, Nagel and Rouault to prove higher order sum rules for orthogonal polynomials on the unit circle. In particular, we prove one half of a conjectured sum rule of Lukic in…

Spectral Theory · Mathematics 2018-11-14 Jonathan Breuer , Barry Simon , Ofer Zeitouni

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…

Statistical Mechanics · Physics 2020-01-22 Jakub Dolezal , Robert L. Jack

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo
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