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A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

Probability · Mathematics 2024-05-27 Sayan Das , Duncan Dauvergne , Bálint Virág

This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space:…

Probability · Mathematics 2007-05-23 Marc Lelarge

A Yule tree is the result of a branching process with constant birth and death rates. Such a process serves as an instructive null model of many empirical systems, for instance, the evolution of species leading to a phylogenetic tree.…

Populations and Evolution · Quantitative Biology 2015-04-02 Michael Sheinman , Florian Massip , Peter F. Arndt

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

Probability · Mathematics 2007-12-05 Boualem Djehiche , Jens Svensson

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

For a class of additive processes driven by the affine recursion $X_{n+1} = A_n X_n + B_n$, we develop a sample-path large deviations principle in the $M_1'$ topology on $D [0,1]$. We allow $B_n$ to have both signs and focus on the case…

Probability · Mathematics 2024-03-26 Bohan Chen , Chang-Han Rhee , Bert Zwart

We show that for many models of random trees, the independence number divided by the size converges almost surely to a constant as the size grows to infinity; the trees that we consider include random recursive trees, binary and $m$-ary…

Probability · Mathematics 2020-03-23 Svante Janson

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

Probability · Mathematics 2023-08-21 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

Probability · Mathematics 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…

Probability · Mathematics 2024-07-09 Bernard Bercu , Michel Bonnefont , Luis Fredes , Adrien Richou

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

Statistical Mechanics · Physics 2007-05-23 François David , Philippe Di Francesco , Emmanuel Guitter , Thordur Jonsson

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

We prove a strong form of the invariance under re-rooting of the distribution of the continuous random trees called Levy trees. This extends previous results due to several authors.

Probability · Mathematics 2009-02-24 Thomas Duquesne , Jean-Francois Le Gall

We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

Probability · Mathematics 2025-02-04 Lianghui Luo

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…

Probability · Mathematics 2016-04-18 Amarjit Budhiraja , Pierre Nyquist

Leaves, i.e., vertices of degree one, can play a significant role in graph structure, especially in sparsely connected settings in which leaves often constitute the largest fraction of vertices. We consider a leaf-based counterpart of the…

Statistical Mechanics · Physics 2025-11-07 Harrison Hartle , P. L. Krapivsky

A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…

Probability · Mathematics 2023-01-31 Laura Eslava , Bas Lodewijks , Marcel Ortgiese