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We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

Probability · Mathematics 2017-05-02 Sandra Cerrai , Arnaud Debussche

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…

Probability · Mathematics 2014-07-25 Zakhar Kabluchko , Dmitry Zaporozhets

This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…

Complex Variables · Mathematics 2026-05-27 Sajad A. Sheikh , Mohammad Ibrahim Mir

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

Probability · Mathematics 2016-05-03 Vladimir I. Bogachev , Egor D. Kosov , Georgii I. Zelenov

We introduce a numerical method, based on finite elements and lattice gauge theory, to compute approximate solutions to Schr\"odinger and Pauli equations. The crucial geometric property of the method is discrete gauge invariance. The main…

Numerical Analysis · Mathematics 2015-06-01 Snorre Harald Christiansen , Tore Gunnar Halvorsen

We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…

Probability · Mathematics 2025-01-30 Tomoyuki Shirai

In this paper, we determine the almost sure values of the $\Phi $-dimensions of random measures supported on random Moran sets that satisfy a uniform separation condition. The $\Phi $-dimensions are intermediate Assouad-like dimensions, the…

Classical Analysis and ODEs · Mathematics 2021-05-31 Kathryn E. Hare , Franklin Mendivil

Let $Z_1,\, Z_2,\dots$ be independent and identically distributed complex random variables with common distribution $\mu$ and set $$ P_n(z) := (z - Z_1)\cdots (z - Z_n)\,. $$ Recently, Angst, Malicet and Poly proved that the critical points…

Probability · Mathematics 2023-07-14 Marcus Michelen , Xuan-Truong Vu

We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…

Statistics Theory · Mathematics 2025-09-17 Yanjun Han , Jonathan Niles-Weed

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…

Statistical Mechanics · Physics 2015-05-14 Andrea Gabrielli , Michael Joyce

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

Spectral Theory · Mathematics 2011-12-19 Milivoje Lukic

We establish a large deviation principle (LDP) for probability graphons, which are symmetric functions from the unit square into the space of probability measures. This notion extends classical graphons and provides a flexible framework for…

Probability · Mathematics 2025-09-18 Pierfrancesco Dionigi , Giulio Zucal

We consider ensembles of random polynomials of the form $p(z)=\sum_{j = 1}^N a_j P_j$ where $\{a_j\}$ are independent complex normal random variables and where $\{P_j\}$ are the orthonormal polynomials on the boundary of a bounded simply…

Complex Variables · Mathematics 2007-05-23 Bernard Shiffman , Steve Zelditch

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…

Statistical Mechanics · Physics 2009-11-11 Cristian Giardina' , Jorge Kurchan , Luca Peliti

Let $\{X_n= e^{2\pi i \theta_n}\}$ be a sequence of Steinhaus random variables, where $\theta_n$ are independent and uniformly distributed on $[0,1]$. We compute the almost sure Hausdorff dimension of the images and graphs of the random…

Classical Analysis and ODEs · Mathematics 2026-03-09 Chun-Kit Lai , Ka-Sing Lau , Peng-Fei Zhang

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…

Probability · Mathematics 2017-02-14 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

Probability · Mathematics 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang