Related papers: A large deviations bound for the Teichmuller flow
Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…
We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…
The Betz limit expresses the maximum proportion of the kinetic energy flux incident on an energy conversion device that can be extracted from an unbounded flow. The derivation of the Betz limit requires an assumption of steady flow through…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
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…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
Following work of Mehrdad and Zhu and of Liu, we prove a large deviation principle for a broad class of integer-valued additive functions defined over abelian monoids. As a corollary, we obtain a large deviation principle for a generalized…
In this paper, we consider the well-posedness theory of two-dimensional compressible subsonic jet flows for steady full Euler system with general vorticity. Inspired by the analysis in arXiv:2006.05672, we show that the stream function…
We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
The paper gives first quantitative estimates on the modulus of continuity of the spectral measure for weak mixing suspension flows over substitution automorphisms, which yield information about the "fractal" structure of these measures. The…
For any hyperbolic rational map and any net of Borel probability measures on the space of Borel probability measures on the Julia set, we show that this net satisfies a strong form of the large deviation principle with a rate function given…
Various results for higher-order perturbative calculations in the gradient-flow formalism are reviewed, including the gradient-flow beta function and the small-flow-time expansion of the hadronic vacuum polarization and the energy-momentum…
We consider the one dimensional asymmetric exclusion process with particle injection and extraction at two boundaries. The model is known to exhibit four distinct phases in its stationary state. We analyze the current statistics at the…
The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage…
We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…
We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost…
We present a two-dimensional (2D) mathematical model of a highly concentrated suspension or a thin film of the rigid inclusions in an incompressible Newtonian fluid. Our objectives are two-fold: (i) to obtain all singular terms in the…
We present a new rigorous method for estimating statistical quantities in fluid dynamics such as the (average) energy dissipation rate directly from the equations of motion. The method is tested on shear flow, channel flow,…