Related papers: A representation formula for large deviations rate…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Taylor's formula holds significant importance in function representation, such as solving differential difference equations, ordinary differential equations, partial differential equations, and further promotes applications in visual…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…
We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.
We study the two-dimensional incompressible Navier-Stokes equation on the torus, driven by Gaussian noise that is white in time and colored in space. We consider the case where the magnitude of the random forcing $\sqrt{\e}$ and its…
Following the global method for relaxation we prove an integral representation result for a large class of variational functionals naturally defined on the space of functions with Bounded Deformation. Mild additional continuity assumptions…
In this paper we construct an invariant probability measure concentrated on $H^2(K)\times H^1(K)$ for a general cubic Klein-Gordon equation (including the case of the wave equation). Here $K$ represents both the $3$-dimensional torus or a…
We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…
In this paper we first prove a Clark--Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational…
We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…
We consider Zador's asymptotic formula for the distortion-rate function for a variable-rate vector quantizer in the high-rate case. This formula involves the differential entropy of the source, the rate of the quantizer in bits per sample,…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…
The random forced Navier-Stokes equation can be obtained as a variational problem of a proper action. By virtue of incompressibility, the integration over transverse components of the fields allows to cast the action in the form of a large…
This article studies an integral representation of functionals of linear growth on metric measure spaces with a doubling measure and a Poincar\'e inequality. Such a functional is defined through relaxation, and it defines a Radon measure on…
The paper is devoted to studying the asymptotics of the family $(\mu^\varepsilon)$ of stationary measures of the Markov process generated by the flow of stochastic 2D Navier-Stokes equation with smooth white noise. By using the large…
We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…
The formulation of the variational problems for the solute transport in a fluid layer in presence of double-diffusive thermal convection is discussed. It is shown that the variational functional obtained by Strauss can be generalized and…
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…