Related papers: Recurrence times and large deviations

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Motivated by policy gradient methods in the context of reinforcement learning, we identify a large deviation rate function for the iterates generated by stochastic gradient descent for possibly non-convex objectives satisfying a…

A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…

We perform a large deviations analysis of homological growth rates of oriented geodesics on hyperbolic surfaces. For surfaces uniformized by a wide class of Fuchsian groups of the first kind, we prove the existence of the rate function…

For Axiom A diffeomorphisms and equilibrium states, we prove a Large deviations result for the sequence of successive return times into a fixed Borel set, under some assumption on the boundary. Our result relies on and extends the work by…

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…

We provide a sufficient criterion for the recurrence of spatial random graphs on the real line based on the scarceness of long-edges. In particular, this complements earlier recurrence results obtained by Gracar et al. (Electron. J. Probab.…

Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…

We study random domino tilings of a multiply-connected domain with a height function defined on the universal covering space of the domain. We prove a large deviation principle for the height function in two asymptotic regimes. The first…

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

We show that for systems that allow a Young tower construction with polynomially decaying correlations the return times to metric balls are in the limit Poisson distributed. We also provide error terms which are powers of logarithm of the…

For networks of coupled dynamical systems we characterize admissible functions, that is, functions whose gradient is an admissible vector field. The schematic representation of a gradient network dynamical system is of an undirected cell…