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Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…

Probability · Mathematics 2008-09-24 Naresh Jain , Nicolai Krylov

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

Mathematical Physics · Physics 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana

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 consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…

Mathematical Physics · Physics 2009-11-10 K. Netocny , F. Redig

A core principle of quantum theory is that non-orthogonal quantum states cannot be perfectly distinguished with single-shot measurements. However, it is possible to exclude a subset of non-orthogonal states without error in certain…

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

In this article, we prove a joint large deviation principle in $n$ for the \emph{empirical pair measure} and \emph{ empirical offspring measure} of critical multitype Galton-Watson trees conditioned to have exactly $n$ vertices in the weak…

Probability · Mathematics 2017-08-15 Kwabena Doku-Amponsah

We consider $n\times n$ Hermitian matrices with i.i.d. entries $X_{ij}$ whose tail probabilities $\mathbb {P}(|X_{ij}|\geq t)$ behave like $e^{-at^{\alpha}}$ for some $a>0$ and $\alpha \in(0,2)$. We establish a large deviation principle for…

Probability · Mathematics 2014-10-29 Charles Bordenave , Pietro Caputo

We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…

Probability · Mathematics 2007-05-23 Robert Sh. Liptser , Anatolii A. Pukhalskii

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

A translation invariant state $\omega$ on $C^*$-algebra $\clb=\otimes_{k \in \IZ}M^{(k)}$, where $M^{(k)}=M_d(\IC)$ is the $d-$dimensional matrices over field of complex numbers, give rises a stationary quantum Markov chain and associates…

Operator Algebras · Mathematics 2013-10-24 Anilesh Mohari

We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…

Dynamical Systems · Mathematics 2019-03-19 Hiroki Takahasi

The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…

Functional Analysis · Mathematics 2020-10-21 Jochen Glück

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…

Dynamical Systems · Mathematics 2020-03-18 Yong Moo Chung ad Kenichiro Yamamoto

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

We consider level-2 large deviations for the one-sided countable full shift without assuming the existence of Bowen's Gibbs state. To deal with non-compact closed sets, we provide a sufficient condition in terms of inducing which ensures…

Dynamical Systems · Mathematics 2023-07-26 Hiroki Takahasi

We derive a systematic approach to the thermodynamics of quantum systems based on the underlying symmetry groups. We show that the entropy of a system can be described in terms of group-theoretical quantities that are largely independent of…

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