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We study functionals of the form \[\zeta_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-\sigma}ds_1... ds_p\] where $X_1(t),..., X_p(t)$ are i.i.d. $d$-dimensional symmetric stable processes of index $0<\bb\le 2$. We obtain results…

Probability · Mathematics 2007-12-17 R. Bass , X. Chen , J. Rosen

We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the…

Probability · Mathematics 2007-05-23 Richard Bass , Xia Chen , Jay Rosen

If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen

We study $N$-particle systems in R^d whose interactions are governed by a hypersingular Riesz potential $|x-y|^{-s}$, $s>d$, and subject to an external field. We provide both macroscopic results as well as microscopic results in the limit…

Mathematical Physics · Physics 2017-11-09 Douglas P. Hardin , Thomas Leblé , Edward B. Saff , Sylvia Serfaty

Let $(X_t,t\geq 0)$ be a random walk on $\mathbb{Z}^d$. Let $ l_T(x)= \int_0^T \delta_x(X_s)ds$ the local time at the state $x$ and $ I_T= \sum\limits_{x\in\mathbb{Z}^d} l_T(x)^q $ the q-fold self-intersection local time (SILT). In…

Probability · Mathematics 2010-04-01 Clément Laurent

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

Probability · Mathematics 2017-05-11 Thomas Leblé , Sylvia Serfaty

Let $(X_t,t\geq 0)$ be a random walk on $\mathbb{Z}^d$. Let $ l_t(x)= \int_0^t \delta_x(X_s)ds$ be the local time at site $x$ and $ I_t= \sum\limits_{x\in\mathbb{Z}^d} l_t(x)^p $ the p-fold self-intersection local time (SILT). Becker and…

Probability · Mathematics 2010-12-01 Clément Laurent

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Probability · Mathematics 2026-04-06 Yuri Kifer , Ofer Zeitouni

We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional self-similar Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or…

Probability · Mathematics 2020-01-22 Xiaoming Song

We consider a model for a gas of $N$ confined particles subject to a two-body repulsive interaction, namely the one-dimensional log or Riesz gas. We are interested in the so-called \textit{high temperature} regime, \textit{ie} where the…

Probability · Mathematics 2025-07-21 Charlie Dworaczek Guera , Ronan Memin

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$ where $\sigma_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq…

Probability · Mathematics 2007-09-13 José Trashorras

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

Let $(X_t,t\geq0)$ be a continuous time simple random walk on $\mathbb{Z}^d$ ($d\geq3$), and let $l_T(x)$ be the time spent by $(X_t,t\geq0)$ on the site $x$ up to time $T$. We prove a large deviations principle for the $q$-fold…

Probability · Mathematics 2010-10-05 Fabienne Castell

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

Mathematical Physics · Physics 2016-10-27 Robert J. Berman

We study the upper tail behaviors of the local times of the additive stable processes. Let $X_1(t),...,X_p(t)$ be independent, d-dimensional symmetric stable processes with stable index $0<\alpha\le 2$ and consider the additive stable…

Probability · Mathematics 2011-11-09 Xia Chen

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…

Probability · Mathematics 2024-05-28 Sabine Jansen

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Probability · Mathematics 2024-08-20 Elias Hess-Childs

We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…

Disordered Systems and Neural Networks · Physics 2010-02-01 Cecile Monthus , Thomas Garel

For appropriate orthonormal wavelet basis $\{\psi_{j\,k}^e \}_{j\in\mathbb{Z}\,k\in\mathbb{Z}^d\,e\in\{0,1\}^d}$, constants $p$ and $\gamma$, if $\mathcal{I}_{\gamma}$ denotes the Riesz fractional integral operator of order $\gamma$ and…

Functional Analysis · Mathematics 2019-01-23 Juan M. Medina , Fernando R. Dobarro , Bruno Cernuschi-Frías
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