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Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Probability · Mathematics 2025-12-12 Miguel Abadi

In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the…

Probability · Mathematics 2019-12-23 Zhao Dong , Rangrang Zhang , Tusheng Zhang

A simple ansatz is suggested for the structure of threshold resummation of the momentum space physical evolution kernels (`physical anomalous dimensions') at all orders in (1-x), taking as examples Deep Inelastic Scattering (F_2(x, Q^2) and…

High Energy Physics - Phenomenology · Physics 2007-11-13 Georges Grunberg

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

In this paper we prove the continuity of all Lyapunov exponents, as well as the continuity of the Oseledets decomposition, for a class of irreducible cocycles over strongly mixing Markov shifts. Moreover, gaps in the Lyapunov spectrum lead…

Dynamical Systems · Mathematics 2015-07-13 Silvius Klein , Pedro Duarte

We investigate the connection between the dynamical Borel-Cantelli and waiting time results. We prove that if a system has the dynamical Borel-Cantelli property, then the time needed to enter for the first time in a sequence of small balls…

Dynamical Systems · Mathematics 2008-04-13 Stefano Galatolo , Dong Han Kim

Let X be a path-connected topological space admitting a universal cover. Let Homeo(X,a) denote the group of homeomorphisms of X preserving degree one cohomology class a. We investigate the distortion in Homeo(X,a). Let g be an element of…

Dynamical Systems · Mathematics 2011-11-23 Światosław Gal , Jarek Kędra

In this paper, we study the large-scale boundary regularity for the Stokes system in periodically oscillating John domains. Our main contribution is the construction of boundary layer correctors of arbitrary order. This is a significant…

Analysis of PDEs · Mathematics 2023-08-02 Mitsuo Higaki , Jinping Zhuge

Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes…

Statistical Mechanics · Physics 2015-05-30 Antoine Gerschenfeld , Bernard Derrida

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

The notion of Fej\'er monotonicity is instrumental in unifying the convergence proofs of many iterative methods, such as the Krasnoselskii-Mann iteration, the proximal point method, the Douglas-Rachford splitting algorithm, and many others.…

Optimization and Control · Mathematics 2021-06-30 Heinz H. Bauschke , Manish Krishan Lal , Xianfu Wang

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…

Probability · Mathematics 2026-03-03 Gaëtan Borot , Vadim Gorin , Alice Guionnet

We subject the stationary solutions of inviscid and axially symmetric rotational accretion to a time-dependent radial perturbation, which includes nonlinearity to any arbitrary order. Regardless of the order of nonlinearity, the equation of…

High Energy Astrophysical Phenomena · Physics 2015-06-05 Soumyajit Bose , Anindya Sengupta , Arnab K. Ray

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

We prove a general result on irregularities of distribution for Borel sets intersected with bounded measurable sets or affine half-spaces.

Classical Analysis and ODEs · Mathematics 2022-09-26 Luca Brandolini , Leonardo Colzani , Giancarlo Travaglini

Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…

Dynamical Systems · Mathematics 2018-03-29 Hiroki Takahasi

Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…

Probability · Mathematics 2016-09-07 Donald Dawson , Shui Feng

Let $(X,T,\mu,d)$ be a metric measure-preserving system for which $3$-fold correlations decay exponentially for Lipschitz continuous observables. Suppose that $(M_k)$ is a sequence satisfying some weak decay conditions and suppose there…

Dynamical Systems · Mathematics 2025-02-07 Tomas Persson , Alejandro Rodriguez Sponheimer

In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show that a fractional Brownian motion and the related…

Probability · Mathematics 2010-05-31 Xia Chen , Wenbo V. Li , Jan Rosinski , Qi-Man Shao

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang
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