Related papers: Large deviations and Aubry-Mather measures support…

We consider Lagrangian submanifolds lying on a fiberwise strictly convex hypersurface in some cotangent bundle or, respectively, in the domain bounded by such a hypersurface. We establish a new boundary rigidity phenomenon, saying that…

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

We prove that the occupation measures of Brownian motions conditioned to have large intersections converge weakly, up to spatial shifts, to the measure whose density is the square of an optimizer of the Gagliardo-Nirenberg inequality. We do…

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

We establish a large deviation principle for the process of the largest eigenvalue of an Hermitian Brownian motion. By a contraction principle, we recover the LDP for the largest eigenvalue of a rank one deformation of the GUE.

We compute a closed-form expression for the moment generating function $\hat{f}(x;\lambda,\alpha)=\frac{1}{\lambda}\mathbb{E}_x(e^{\alpha L_{\tau}})$, where $L_t$ is the local time at zero for standard Brownian motion with reflecting…

We present a large deviation principle for the entropy penalized Mather problem when the Lagrangian L is generic (in this case the Mather measure $\mu$ is unique and the support of $\mu$ is the Aubry set). Consider, for each value of…

We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)<d$. Let $\ell_t$ denote the intersection measure of the $p$ paths by time $t$, i.e., the random measure on $\R^d$ that assigns to any measurable…

In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential…

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

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…

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Let $(M^n, g, e^{-f}dv)$ be a smooth metric measure space of dimensional $n$. Suppose that $v$ is a positive weighted $p$-eigenfunctions associated to the eigenvalues $\lambda_{1,p}$ on $M$, namely $$ e^{f}div(e^{-f}|\nabla v|^{p-2}\nabla…

We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation…

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…

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…

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

In this manuscript, we consider the Langevin dynamics on $\mathbb{R}^d$ with an overdamped vector field and driven by multiplicative Brownian noise of small amplitude $\sqrt{\epsilon}$, $\epsilon>0$. Under suitable assumptions on the vector…

We study both function theoretic and spectral properties on complete noncompact smooth metric measure space $(M,g,e^{-f}dv)$ with nonnegative Bakry-\'{E}mery Ricci curvature. Among other things, we derive a gradient estimate for positive…

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…