Related papers: Large deviations asymptotics for large waiting tim…
We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…
We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…
In this paper we prove a strong law of large numbers and its L^1-convergence counterpart for the process counted with a random characteristic in the context of self-similar fragmentation processes. This result extends a somewhat analogical…
We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…
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…
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.
We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…
Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
In this note we describe some results concerning non-relativistic quantum systems at positive temperature and density confined to macroscopically large regions of physical space which are under the influence of some local, time-dependent…
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…
This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the…
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…
In this paper, we establish a small time large deviation principle (small time asymptotics) for the dynamical $\Phi^4_1$ model, which not only involves study of the space-time white noise with intensity $\sqrt{\varepsilon}$, but also the…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…