Related papers: Large deviations for disordered bosons and multipl…
We consider biorthogonal polynomials that arise in the study of a generalization of two--matrix Hermitian models with two polynomial potentials V_1(x), V_2(y) of any degree, with arbitrary complex coefficients. Finite consecutive…
We prove weighted $L_{p,q}$-estimates for divergence type higher order elliptic and parabolic systems with irregular coefficients on Reifenberg flat domains. In particular, in the parabolic case the coefficients do not have any regularity…
In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…
The $\beta$-ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint correlators permit a derivation at general order of the…
We study Mallows random permutations conditioned to avoid a given pattern $\alpha$ of length~$3$. When the bias parameter is of the form $e^{\beta/n}$, we prove that these permutations converge to a non-trivial explicit deterministic…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
There is a generalized oscillator algebra associated with every class of orthogonal polynomials $\{\Psi_n(x)\}_{n=0}^{\infty}$, on the real line, satisfying a three term recurrence relation $x\Psi_n(x)=b_n\Psi_{n+1}(x)+b_{n-1}\Psi_{n-1}(x),…
Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…
We develop deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors, in a spirit similar to classical results for matrices such as those due to Weyl, Davis, Kahan and Wedin. Our bounds…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
The solvability in Sobolev spaces is proved for divergence form complex-valued higher order parabolic systems in the whole space, on a half space, and on a Reifenberg flat domain. The leading coefficients are assumed to be merely measurable…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We prove the Freidlin-Wentzell type large deviations principle for the family of stationary measures of stochastic nonlinear wave (NLW) equation with white noise. We do not assume that the limiting equation possesses a unique equilibrium…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…
In this paper, we establish large deviation principle for the strong solution of a doubly nonlinear PDE driven by small multiplicative Brownian noise. Motononicity arguments and the weak convergence approach have been exploited in the…
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…
We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…
We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…