Related papers: Large Deviations Principle for a Large Class of On…

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and…

We prove a Large Deviation Principle for Piecewise Deterministic Markov Processes (PDMPs). This is an asymptotic estimate for the probability of a trajectory in the large size limit. Explicit Euler-Lagrange equations are determined for…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Let $\Delta^o$ be a finite set and, for each probability measure $m$ on $\Delta^o$, let $G(m)$ be a transition probability kernel on $\Delta^o$. Fix $x_0 \in \Delta^o$ and consider the chain $\{X_n, \; n \in \mathbb{N}_0\}$ of…

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…

We consider a family of continuous time symmetric random walks indexed by $k\in \mathbb{N}$, $\{X_k(t),\,t\geq 0\}$. For each $k\in \mathbb{N}$ the matching random walk take values in the finite set of states…

We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…

The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…

In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…

This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general c\`{a}dl\`{a}g stochastic background process. To prove a large…

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…