Related papers: A representation formula for large deviations rate…
Some scales of spaces of ultra-differentiable functions are introduced, having good stability properties with respect to infinitely many derivatives and compositions. They are well-suited for solving non-linear functional equations by means…
We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…
This paper reinterprets Freidlin-Wentzell's variational construction of the rate function in the large deviation principle for invariant measures from the weak KAM perspective. Through a one-dimensional irreversible diffusion process on a…
The present paper provides a representation result for monetary risk measures (i.e., monotone translation invariant functionals) satisfying a weak maxitivity property. This result can be understood as a functional analytic generalization of…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…
We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows…
This paper investigates the rate-distortion function, under a squared error distortion $D$, for an $n$-dimensional random vector uniformly distributed on an $(n-1)$-sphere of radius $R$. First, an expression for the rate-distortion function…
QCD factorization approach in the field-theoretic description of the semi-inclusive hadronic processes in the large Bjorken $x$ approximation implies extraction of the three-dimensional parton distribution functions as a convolution of a…
We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…
We study stochastic differential equations on the $d$-dimensional flat torus $\mathbb{T}^d$ with drift and perturbation coefficients in $L^{\infty}(\mathbb{T}^d;\mathbb{R}^d)$ and additive non-degenerate noise. For the associated transfer…
Fix a smooth Morse function $U\colon \mathbb{R}^{d}\to\mathbb{R}$ with finitely many critical points, and consider the solution of the stochastic differential equation \[ d\boldsymbol{x}_{\epsilon}(t)=-\nabla…
The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…
To construct an N-representable time-dependent density-functional theory, a generalization to the time domain of the Levy-Lieb (LL) constrained search algorithm is required. That the action is only stationary in the Dirac-Frenkel…
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…
We investigate the large-time behavior of the value functions of the optimal control problems on the $n$-dimensional torus which appear in the dynamic programming for the system whose states are governed by random changes. From the point of…